Posts by: Serena Manti
Serena Manti is a Senior Quantitative Analyst at LIST with a seven-year background in AI and financial engineering and is expert in writing both technical and informative content to share the team’s research.
Using a local volatility model for the evaluation of TARF FX options
We wrote last week that Target Redemption Forwards (or TARFs)…
Handling the complexities of TARF FX options
Target Redemption Forward (TARF) contracts are complex financial instruments used…
Improving transparency in machine learning models for market abuse detection
The need for interpretable models In the previous post, we…
How ML can improve alarms classification to detect market abuse
A crucial balance in financial regulation In the financial sector,…