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20th Python for Quant Finance Meetup (Virtual)

This is a past event
Dr. Yves Hilpisch
Python Quant Python Quant
Jason Ramchandani
Lead Developer Advocate Lead Developer Advocate

View OnDemand webinar here

Refinitiv is proud to support this very popular meetup in the Python Quant Finance space. Usually an in-person event - due to the situation it is now virtual so we hope many more of you can attend. 


Welcome to our 20th Meetup event. Due to the current situation, we have decided to kick-off a series of virtual Meetup events. The great thing is we hope to be able to reach more of the group than we could with an in-person event. So if you haven't seen us for a while it would be great to see you at this virtual event and future ones over the coming months.


Jason Ramchandani, Refinitiv


Alexander Tsyplikhin, Senior AI Engineer at Graphcore

Accelerate financial modelling using IPUs and Poplar via standard ML frameworks like TensorFlow

In the finance sector, the need for new hardware and software to run complex machine learning models for both training and inference is significant. This talk will outline how Graphcore’s IPU architecture and Poplar® Software Stack powers incredible breakthroughs in Machine Intelligence – and what this means for the future of finance and trading. It will also highlight how to run advanced financial models up to 26x faster using TensorFlow, example use cases and performance benchmarks.

Dr. Thomas Wiecki, VP of Data Science, Head of Research at Quantopian

Introduction to Bayesian Modelling using COVID-19 Data

In this talk, Thomas will demonstrate the benefits of Bayesian statistics using COVID-19 as an example. Specifically, he will show how important uncertainty quantification is, the benefits of hierarchical modelling, and the model development and refinement process, going from a simple exponential model, to a logistic model, to an SIR model.

Closing Remarks