Masterclass AI
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Over de sprekers
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Boersma (Marcel)
Dr. Marcel Boersma is a member of the leadership team in KPMG's Innovation department, and a researcher at the University of Amsterdam for the AI4FinTech lab. Marcel has been active in the financial audit industry for 10 years and worked on applying computational and AI models in financial audits.
Boersma is a specialist in data-driven methodologies for enhancing financial audits. His research centres on using network-based models to improve financial audits. Boersma’s work aims to develop novel methods for auditing complex financial systems, with a focus on identifying anomalies and optimizing audit processes. Through his contributions, he seeks to improve efficiency and effectiveness such that ultimately the quality of financial statements audits improve. Boersma has published in various scientific journals.
Marcel holds a PhD in Computational Science from the University of Amsterdam on the subject of complex networks in audit: a data-driven modelling approach.
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Kandhai (Drona)
Prof. Drona Kandhai is head of the Quantitative Analytics department of Financial Markets in ING Amsterdam. He is professor in Computational Finance at the Computational Science Lab and the Stochastics group of the University of Amsterdam. Drona has been active in the financial industry for more than 20 years where he has worked on pricing and risk model validation, development and integration in IT systems. Kandhai has extensive experience in a broad range of financial products. Currently, he is the scientific co-lead of the cross-faculty AI4FinTech program of the University of Amsterdam.
His primary research interests are on the use of data-driven microscopic simulations and network theory based models as a way to understand the complex behavior of financial markets, the incorporation of the driving mechanisms in multi-scale stochastic models for derivatives pricing and risk management, and the development of efficient numerical schemes in this context. Kandhai has published extensively in various scientific journals.
He holds a PhD in Computational Physics from the University of Amsterdam on the subject of numerical modelling and simulation of complex fluid flows.
Algemene info
PE punten: 2| Ticket | Prijs |
|---|---|
| Niet leden ticket | € 175,00 |
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