George Giorgidze

Standard Chartered Bank

Senior Quantitative Developer

1 Basinghall Ave

London , EC2V 5DD

United Kingdom

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MVA Optimisation with Machine Learning Algorithms

Number of pages: 15 Posted: 23 Feb 2017 Last Revised: 14 Dec 2017
Alexei Kondratyev and George Giorgidze
Abu Dhabi Investment Authority and Standard Chartered Bank
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Abstract:

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MVA, Machine Learning, Genetic Algorithm, Particle Swarm Optimisation, MVA Optimisation