Posts by: Serena Manti
Serena Manti is a Senior Quantitative Analyst at LIST with a eight-year background in AI and financial engineering and is expert in writing both technical and informative content to share the team’s research.
Enhancing Implied Volatility modeling: Bridging accuracy and safety with neural networks
Why Implied Volatility matters Options prices depend heavily on implied volatility…
Handling the complexities of TARF FX options
Target Redemption Forward (TARF) contracts are complex financial instruments used…
How ML can improve alarms classification to detect market abuse
A crucial balance in financial regulation In the financial sector,…
Improving transparency in machine learning models for market abuse detection
The need for interpretable models In the previous post, we…
The science behind safe and accurate volatility models: How Neural Networks learn financial rules
Physics-informed Neural Networks capture market patterns while enforcing financial laws.…
Using a local volatility model for the evaluation of TARF FX options
We wrote last week that Target Redemption Forwards (or TARFs)…