Alireza Javaheri, Head of Equity Derivatives Quantitative Research at Credit Suisse
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Alireza Javaheri


Head of Equity Derivatives Quantitative Research
Credit Suisse

Conference Day One: June 30 2020

Tuesday, June 30th, 2020


4:20 PM Panel: ML applications in risk managements and portfolio optimization

- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk