![]() Most recently he served as a Director at Standard Chartered in London.Īuthor: Dr. He was named Risk Magazine's 2016 Quant of the Year. Antonov is a published author for multiple publications in mathematical finance, including Risk magazine and a frequent speaker at financial conferences. His activity is concentrated on modeling and numerical methods for interest rates, cross currency, hybrid, credit and CVA and FVA. Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997 and joined Numerix in 1998, where he worked as a Senior Vice President of Quantitative Research. ![]() Antonov is a Chief Analyst at Danske Bank in Copenhagen. ![]() Alexandre Antonov, Ph.D., Chief Analyst at Danske BankĪ 20 year Numerix veteran, Dr. Alexandre Antonov, Michael Konikov and Vladimir Piterbarg overcome this significant limitation and develop a new type of neural network that incorporates large-value asymptotics, allowing explicit control over extrapolation.Ĭomplete the form to download this research paper, “Deep Asymptotics”.Īuthor: Dr. Their extrapolation behavior cannot be controlled due to the complex functional forms typically involved. ![]() Artificial neural networks have recently been proposed as accurate and fast approximators in various derivatives pricing applications.
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