Global Risk Institute in Financial Services
October 26, 2021 12:00 | 1:00 pm
Academic Director, Rotman FinHub; Maple Financial Group Chair in Derivatives and Risk Management
Assistant Director, Data Science Applications, Bank of Canada;, Professor, School of Mathematics and Statistics and School of Computer Science, Carleton University
Synopsis: Using machine learning tools to generate synthetic data, Professor John Hull and his research team (Jay Cao, Jacky Chen, Zissis Poulos, Dorothy Zhang) have some promising results that suggest that synthetic data can be used to determine the capital requirements of banks. Professor Hull will walk through the research and discuss the opportunity to apply this research to real-time capital calculations.
Synthetic Data: A New Regulatory Tool
Machine Learning In Business: An Introduction to the World of Data Science, 3rd edition. This edition contains new material on the generation of synthetic data.