* - required fields

Password changing

The new password
was sent

We have sent you an email with a password


Student research groups of the Vega Institute Foundation presented their results

On Friday, student research groups of the Vega Institute Foundation talked about their projects, completed during the academic year. The event was held at the Moscow School of Economics (MSU).

Participants executed 12 group projects and 7 individual projects.

The projects have been guided by leading experts from the academy and industry in the following 6 areas:

  • Application of modern deep reinforcement machine learning methods for efficient hedging of options underwritten on the proprietary indices
  • Electronic market making with machine learning
  • Model calibration & Rough Volatility
  • Optimal control in modeling of economic growth and interest rates
  • Optimal Control problem in payment (Crypto currency)
  • Pricing under rough volatility models.

The groups will continue their research in the next academic year. The best papers will be recommended for publication.