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Deep Learning Neural Networks for Bond Pricing

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 Gaurav Singh, Vice President at Tradeweb

 Saturday, November 4, 2017

AI for Bond Pricing ! #machinelearning #deeplearning #artificialintelligence #ai #fixedincome #finance, #bonds #neuralnetworks #pricing #valuation https://www.linkedin.com/pulse/deep-learning-neural-networks-bond-pricing-gaurav-singh/


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8 comments on article "Deep Learning Neural Networks for Bond Pricing"

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 Vasily Nekrasov, Senior Risk Analyst and Model Developer at Total Energie Gas GmbH

 Sunday, November 5, 2017



>before the bond calculators existed, the bond traders used the look-up tables,

>their so-called "yield books"

>I will try to train the ANN to mimic the yield book behavior...

Somewhat funny to use modern technology to approximate an antique approach :)


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 Gaurav Singh, Vice President at Tradeweb

 Sunday, November 5, 2017



Vasily, I am glad you liked it.


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 Antoine Ducher, Director/Owner at Quanteam UK

 Wednesday, November 8, 2017



Hello, can you explain in what way machine learning can significantly improve Bond pricing? Thank you, Antoine


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 Brenan Isabelle, VC Business Development at Numus Financial Inc.

 Wednesday, November 8, 2017



As someone who used to price bonds, this is weirdly interesting. On the other hand, I’ll be really impressed when an AI is up on stage talking about how it shorted the ’insert asset here’ bubble we humans were too dumb to realize was a bubble.


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 Michael Storm Jeske, Founder, Investor, Philosopher - III Macro

 Wednesday, November 8, 2017



Don’t you mean “artificial stupidity”?


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 VENU TAMMALI, Data Scientist at Arity

 Wednesday, November 8, 2017



Thank you, this was a great read.


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 Zoubair El Kihal, VP EM Fixed Income Sales & Structuring EMEA

 Thursday, November 9, 2017



Thanks Gaurav really interesting


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 Jean Donnelly, Executive Director, FinTech Sandbox

 Friday, November 10, 2017



Thanks Gaurav We see many people trying to address Bondlink, 7Chord, UpperRoomTechnologies

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