ALEXANDER DENEV is Head of AI, Financial Services – Risk Advisory at Deloitte LLP. Prior to that he led Quantitative Research & Advanced Analytics at IHS Markit. Previously, he held roles at the Royal Bank of Scotland, SocieteGenerale, and European Investment Bank. Denev is a visiting lecturer at the University of Oxford where he graduated with a degree in Mathematical Finance. He is author of numerous papers and books on novel methods of financial modeling with applications ranging from stress testing to asset allocation.
MACHINE LEARNING & ALTERNATIVE DATA FOR INFLATION FORECASTING
Forecasting of macroeconomic quantities has been a traditional field where for decades well-established methods and data have been employed. With the advent of Alternative Data and the recent Machine Learning revolution new methods have come to the fore. This talk will elucidate how novel approaches can disrupt this field and bring insights in what is one of the hottest topics on the market – inflation.