Professor and Coordinator of the undergraduate course in Data Science, Yuri Fahham Saporito, was invited by the Bachelier Finance Society to present at its webinar on January 28, 2021.
The work presented will be the “PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations”, where machine learning techniques are used to solve a generalization of partial differential equations that appear in the areas of Stochastic Processes and Quantitative Finance.
The event aims to create a common environment for academics and professionals to have the opportunity to build a network and to exchange knowledge. And for FGV EMAp, it is an honor to integrate the speaker's panel through the presence of Professor Yuri Fahham Saporito, a member of our faculty.
Access to subscribe: https://www.bachelierfinance.org/bachelier-finance-society-world-seminars-online