Scale By the Bay 2021 intro video by Paweł Skrzypek & Anna Warno
summary
Overview of concrete deliverables and methods for using state of the art machine learning models for CDS forecasting and folding those forecasts into portfolio optimization routines, with both theoretical framing and practical implementation notes. The video outlines model classes used, common pitfalls and mitigation strategies, and shows results as interactive visualizations so performance and tradeoffs are immediately clear rather than just described.
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