Kamakura’s risk management tools and counsel are built on a foundation of research that is ongoing, unrivaled, extensive, peer reviewed and highly regarded. This is one reason why Kamakura is a recognized leader in the application of advanced analytics in trading and financial risk management.
Derivatives are not static, unchanging or inflexible. They unfold, evolve and shift almost daily. Hence, any analytical tool that tries to incorporate and value derivatives must have scouts on the front lines – leading industry thinkers to send back the latest, most accurate intelligence from the financial sector, regulatory arena, academia and the trading floor.
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Research By Our Experts
Dr. Robert Jarrow
Dr. Donald van Deventer
Dr. Jens Hilscher
Dr. Sou-Cheng Choi
Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1., 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at Allstate Corporation, where she developed real-time risk models using advanced machine learning technology.
This research is for use by clients and friends of Kamakura Corporation. We welcome you to our research library. Please contact us at firstname.lastname@example.org for more information.
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