Biography
During him time at King’s, Zach has been working on developing market calibration techniques via artificial intelligence. In particular, Zach has been focusing on algorithms which utilize a path-wise approach to calibration, which allows for the theory of signatures to be employed. Zach has also been working on extending the powerful neural-network based market calibration procedure to allow for parameter uncertainty.
Thesis
Path-wise approaches and algorithmic methods for financial models
Research Interests
- Artificial intelligence
- Market calibration
- Signatures
- Rough paths
- Optimal transport
PhD supervision
Principal supervisor: Dr Blanka Horvath
Further Information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.