Thursday, November 19, 2020
George Gvishiani
The Wharton UK AI Studio is an initiative of the Wharton Club of the UK aiming to strengthen the connection between Business Professionals, Domain Experts, and Researchers in Artificial Intelligence.
In the third of the WCUK series hosted by George Gvishiani we will be exploring AI in Finance, New Paradigms in Asset Pricing, Portfolio Optimization and Financial Derivatives. The Wharton community is honored to have Dr. Igor Halperin as a special guest and a speaker at Wharton UK AI Studio!
Date: 19th November 2020, 7pm GMT
Venue: Online
Dr. Igor Halperin, Researcher at Fidelity Investments and a Research Professor of Financial Machine Learning at NYU Tandon School of Engineering.
His research focuses on using methods of Reinforcement Learning, Information Theory, Neuroscience and Physics for financial problems such as Portfolio Optimization, Dynamic Risk Management, and Inference of Sequential Decision-Making Processes of Financial Agents.
Igor has extensive industrial experience in Statistical and Financial Modeling, in particular in the areas of Option Pricing, Credit Portfolio Risk Modeling, Portfolio Optimization, and Operational Risk Modeling.
Prior to joining Fidelity and NYU Tandon, Igor was an Executive Director of Quantitative Research at JPMorgan, and before that he worked as a Quantitative Researcher at Bloomberg LP.
Dr. Igor Halperin has published numerous articles in Finance and Physics journals, and is a frequent speaker at financial conferences.
He has also co-authored the books “Machine Learning in Finance: From Theory to Practice” (Springer 2020) and “Credit Risk Frontiers” (Bloomberg LP, 2012). Igor has a Ph.D. in Theoretical High Energy Physics from Tel Aviv University, and an M.Sc. in Nuclear Physics from St. Petersburg State Technical University.
Igor Halperin created the first of its kind four-course Specialization on Reinforcement Learning, and Machine Learning in Finance at New York University (NYU) throughout Coursera. This is where the event host George Gvishiani and Igor Halperin met each other and started their fruitful collaboration.
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