BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Mathematical Finance - ECPv5.7.0//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Mathematical Finance
X-ORIGINAL-URL:https://www.math.ttu.edu/mathematicalfinance
X-WR-CALDESC:Events for Mathematical Finance
BEGIN:VTIMEZONE
TZID:America/Chicago
BEGIN:DAYLIGHT
TZOFFSETFROM:-0600
TZOFFSETTO:-0500
TZNAME:CDT
DTSTART:20260308T080000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0500
TZOFFSETTO:-0600
TZNAME:CST
DTSTART:20261101T070000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=America/Chicago:20260925T110000
DTEND;TZID=America/Chicago:20260925T120000
DTSTAMP:20260722T171617
CREATED:20260719T142839Z
LAST-MODIFIED:20260719T142839Z
UID:3055-1790334000-1790337600@www.math.ttu.edu
SUMMARY:Seminar: Challenges in Using Machine Learning for Rough Volatility Models
DESCRIPTION:Speaker: Dan Leonte\, Postdoctoral Research Fellow\, KAUST \nAbstract: Since the seminal work of Gatheral\, Jaisson\, and Rosenbaum (2014)\, it has become widely accepted that volatility in derivatives markets exhibits rough behavior. Numerical methods for rough volatility models are often difficult to stabilize and scale to large volatility smile surfaces. In addition\, calibration to volatility surfaces\, rather than to historical data\, remains a significant challenge\, as does the reliable valuation of exotic derivatives. In this work\, we clarify how machine learning tools can be used most effectively to address these problems. \nHongwei Mei is inviting you to a scheduled Zoom meeting. \nTopic: Mathematical Finance Seminar\nTime: Sep 25\, 2026 11:00 AM Central Time (US and Canada)\nJoin Zoom Meeting\nhttps://texastech.zoom.us/j/3067000354?pwd=S0nCdfz1Ue6kOR9aBFgx67IEXPuNZd.1&omn=93879608710 \nMeeting ID: 306 700 0354\nPasscode: TTUMF \n— \nOne tap mobile\n+13462487799\,\,3067000354#\,\,\,\,*264811# US (Houston)\n+12532158782\,\,3067000354#\,\,\,\,*264811# US (Tacoma) \n— \nJoin by SIP\n• 3067000354@zoomcrc.com \nJoin instructions\nhttps://texastech.zoom.us/meetings/93879608710/invitations?signature=tm7NJDEtgFLn7uQIM5eIKyJ9mPuS2XzlTzowMICmmuo \n  \n 
URL:https://www.math.ttu.edu/mathematicalfinance/event/seminar-challenges-in-using-machine-learning-for-rough-volatility-models/
LOCATION:via Zoom
CATEGORIES:Fall 2026
END:VEVENT
END:VCALENDAR