Dr. Egor Kraev

After studying theoretical math and economic modeling, Dr Egor Kraev has worked for over nine years as a quant in top-tier investment banks, designing full-stack pricing/quoting/post-trade analytics systems. He now runs his own company, Dagon Analytics, providing consulting in Machine Learning and Artificial Intelligence.

Presentations

Easy Bayesian regularization for fitting financial time series and curves

Friday 16:25–18:00 in Auditorium

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