
Igor Halperin – 08/12/22
Quantcast – a Risk.net Cutting Edge podcast
How Do You Conciliate the Tools From Physics and the Data Driven Non-Linear Approaches?
When i came to finance i actually decided to do finance because i saw some papers by a kind of physicist showing that tools from physics can be applied to finance. So this thing that i just told you about about non-linear drift and new mechanisms so new it's so this non- linear drift implies several things, he says. He then goes on to talk about his work with tensor networks as an interesting alternative to neural nets in the sense that they are more controllable.
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