From Black Scholes to Black Holes

We outline an array of ‘econophysics’ related techniques to modelling options pricing, focusing on the role of symmetries in pricing options and its connection to the math of black holes. We then extend to broader applications of these techniques in data science problems in general involving spatio-temporal data.
Who is this presentation for?

Prerequisite knowledge:

What you'll learn?

Revant Nayar is a Research Affiliate at IAS and CTO at Dilaton Tech. He has published papers and given talks at many leading conferences and universities, with a special emphasis on physics-inspired approaches to financial modelling. He features in Wealth and Finance Magazine as well as CIO Outlook Capital Markets, as one of the chief developers of Field Machine Intelligence, which is a robust alternative to AI tailored for financial time series.