Mr Zach Issa
During him time at King’s, Zach has been working on developing market calibration techniques via artificial intelligence. In particular, Zach has been focusing on algorithms which utilize a path-wise approach to calibration, which allows for the theory of signatures to be employed. Zach has also been working on extending the powerful neural-network based market calibration procedure to allow for parameter uncertainty.
Path-wise approaches and algorithmic methods for financial models
- Artificial intelligence
- Market calibration
- Rough paths
- Optimal transport
Principal supervisor: Dr Blanka Horvath