Sofie Reyners
Sofie Reyners is a PhD researcher in the Statistics and Risk section of the Mathematics department at KU Leuven. She holds a master in mathematics and has almost completed the actuarial science programme at KU Leuven. Her doctoral research focuses on machine learning and data solutions in the context of quantitative and sustainable finance.
Follow Sofie
Articles by Sofie Reyners
Gradient boosting for quantitative finance
In this paper, the authors discuss how tree-based machine learning techniques can be used in the context of derivatives pricing.