on Thursday, April 21, from 3 to 5 pm.
An Overview of the U.S. National Institute of Standards and Technology (NIST) Socio-technical AI Bias Guidance
Principal Scientist at BNH
This presentation is about bias in AI models in general - fits well with the Round Table Paper
and is the other important building block of Trustworthy AI besides Explainable AI.
Bio: Patrick Hall is principal scientist at BNH.AI, where he advises Fortune 500 clients and US government entities on matters of AI risk. He also serves as visiting faculty in the Department of Decision Sciences at The George Washington School of Business, teaching classes on data ethics, machine learning, and the responsible use thereof. Prior to co-founding BNH, Patrick led H2O.ai’s efforts in responsible AI, and he worked as a senior machine learning scientist at SAS Institute.
Using neural networks to replace numerical simulation in risk workloads
, Founder and CEO, Riskfuel Analytics
This session is very exciting for all risk experts at FIRM who deal with (Monte Carlo) simulation for VaR, XVA and stress testing. The use of Deep Learning can significantly accelerate these applications.
Abstract: Derivatives valuation models are a major bottleneck in the risk processes of every bank. Whether the risk process is VaR, XVA or stress testing, the sheer volume of trades and the large number of scenarios to be considered result in an enormous compute challenge. In this talk, Ryan will present how neural network inferencing has been used to tackle this challenge, and provide some insights gained from industry deployments.
Bio: Prior to starting Riskfuel, Ryan was Managing Director and Head of Securitization, Credit Derivatives and XVA at Scotiabank. Previous roles have included credit correlation trading and managing the equity derivatives trading desk. Ryan began his career with positions in risk management and financial engineering. Ryan has a PhD in Physics from Imperial College, and a BASc and MASc in Electrical Engineering from the University of Waterloo.
Register at: email@example.com
FIRM and the coordinators of the AI Round Table, Dr. Sebastian Fritz-Morgenthal and Dr. Jochen Papenbrock, cordially invite you to the first
AI Round Table 2022