CPD Events

Are Spikes and Shocks Making Value and Risk Less Predictable?

27 Apr 2020

About the event

Price spikes have long been a feature in energy markets; but five-sigma spikes have also become more common in equity markets in the past three years than at any time since the 1940’s. Spiking has significant implications for pricing and risk management; particularly since spikes tend to cluster. Such price behaviour has made life hard for users of trend following and momentum models. However; on-going research using spiking neural networks may be able to bridge the gap between the cognitive models of neuro-science and the more mainstream deep neural network models currently popular in machine-learning; by using biologically-realistic models of neurons for financial market prediction. This talk will examine such issues; report some preliminary results and suggest directions for future research.

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Fitch Learning

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Fitch Learning

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct. We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.

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