The Comparison Between Deep Neural Networks and XVA

Vladimir: For certain class of problems that I think are important in finance, I think these methods just beat deep neural networks in our hands down. So where I would see useful applications? Well, as I said, we try to approximate slow functions with fast functions. But for example, XVA, where we have to calculate future market in a bunch of simulated states. And last question for you; what is the next step in this stream of research? Vladimir: I think we're done. We've been working on this for most of the pandemic, I think, right? It's been a pleasure talking to you. Thank you.