20.06.2025. Data-Driven Hedging with Generative Models, BNP Paribas Quant Easy Talks, London
05.06.2025. Data-Driven Hedging with Generative Models, BofA Quant Speaker Series, Bank of America, London
03.06.2025. Data-Driven Hedging with Generative Models, 5th Oxford-ETH Workshp on Mathematical and Computational Finance, Oxford
15.05.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, UCLA SMF Seminar, Online
24.04.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, 8th Women in Quantitative Finance Conference,London
02.04.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, Bayes Business School, London
27.03.2025. Data-Driven Hedging with Generative Models, Societe Generale Quantitative Finance Seminar 2025, La Clusaz
22.03.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, Patron's Day, Christ Church, Oxford
20.03.2025. Data-Driven Hedging with Generative Models, UBS Quant, EL & HOLT Conference, London
17-18.03.2025. Data-Driven Hedging with Generative Models, 18th Financial Risks International Forum on "Shaping Financial Research: Data, AI, and New Challenges", Institut Louis Bachelier, Paris
14.03.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, Capital Fund Management, Paris
06.02.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, J.P. Morgan 2025 Macro Quantitative & Derivatives Conference, London
10.01.2025. VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, London-Oxford-Warwick Workshop, Oxford
21.11.2024. Data-Driven Hedging with Generative Models, QuantMinds 2024, London
14.11.2024. Generative Modelling in Finance, Xantium Group, London
10.09.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, Berlin-Oxford Summer School in Mathematics of Random Systems 2024, Oxford
20.04.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, 13th Oxford-Princeton Workshop, Princeton
03.04.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, 11th Oxford-ETH Workshop, Zurich
02.04.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, World Online Seminars on Machine Learning in Finance, Online
19.03.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, 17th Financial Risks International Forum on Big Data & Algorithmic Finance, Paris
19.01.2024 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, OMI Student Presentations at the 17th Financial Risks International Forum, Oxford
22.12.2023 – Simulation of Arbitrage-Free Implied Volatility Surfaces, Student Seminar at the Mathematical Institute of the Serbian Academy of Sciences and Arts, Belgrade
06.12.2023 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, Quant Summit Europe, London
16.11.2023 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, QuantMinds 2023, London
19.10.2023 – VolGAN: A Generative Model for Simulating Arbitrage-Free Implied Volatility Surfaces, BNP Paribas PhD Days, Paris
04.10.2023 – Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks, Balyasny Asset Management, Online
26.06.2023 – Simulation of Arbitrage-Free Implied Volatility Surfaces, 10th Oxford-ETH Workshop, Oxford
20.06.2023 – Simulation of Arbitrage-Free Implied Volatility Surfaces, Random Systems CDT Workshop, Oxford
02.06.2023 – Simulation of Arbitrage-Free Implied Volatility Surfaces, SIAM UKIE National Student Chapter Conference, Oxford
18.04.2023 – Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks, Probability and Statistics Seminar, Faculty of Mathematics, University of Belgrade, Belgrade
22.03.2023 – Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks, Man Group, London
09.12.2022 – Simulation of Arbitrage-Free Implied Volatility Surfaces, Bank of America Merrill Lynch, London
08.12.2022 – Simulation of Arbitrage-Free Implied Volatility Surfaces, Oxford-Berlin Workshop, Oxford
17.09.2022 – Simulation of Arbitrage-Free Implied Volatility Surfaces, Oxford Mathematical and Computational Finance Seminar, Oxford
07.09.2022 – Simulation of Arbitrage-Free Implied Volatility Surfaces, QuantMinds 2022, Barcelona
19.07.2022 – Financial Time Series Forecasting via GANs, OMI Crossroads Seminar, Oxford
21.06.2022 – Financial Time Series Forecasting via GANs, 9th Oxford-ETH Workshop, ETH
24.01.2022 – Financial Time Series Forecasting via GANs, Statistics and Machine Learning in Finance Seminar, Oxford