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Sokol, Lyashenko, Mercurio 25/03/25 episode artwork

EPISODE · Mar 27, 2025 · 1H 2M

Sokol, Lyashenko, Mercurio 25/03/25

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

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Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

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Sokol, Lyashenko, Mercurio 25/03/25

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How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 1 hour and 2 minutes long.

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This episode was published on March 27, 2025.

What is this episode about?

Trio of senior quants explain how autoencoders can reduce dimensionality in yield curves

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