STAC Summit London

Last week, Dr. Lorenz Richter accepted STAC's invitation to speak at the STAC Summit in London about solving partial differential equations (PDEs) in high-dimensional settings.

The conference, which was aimed at technical decision-makers in finance, proved to be a great opportunity to share some of our more technical insights about physics-informed neural networks (PINNs) and methods based on backward stochastic differential equations (BSDEs).

In computational finance, overcoming the curse of dimensionality is a constant challenge. Therefore, Lorenz demonstrated the connections of PINNs and BSDEs to stochastic optimal control and reinforcement learning and how these approaches open new frontiers for solving complex problems in finance.

The summit was a two-day event, filled with fantastic speakers and deeply sophisticated topics around AI in finance. It was a great pleasure to meet so many experts in their field.

We were glad to contribute and are already looking forward to the next event. A big thank you to the STAC team for the great organization!