Jesse Davis
Jesse Davis is a Professor in the Computer Science department at KU Leuven, Belgium. His research focuses on developing novel artificial intelligence, data science, machine learning, and data mining techniques, with a particular emphasis on analyzing structured data. His passions lie in using these techniques to make sense of lifestyle data, address problems in (elite) athlete monitoring and detecting anomalies - in other words, using these methods to solve real world practical problems. He is a co-founder of two startups: Activ84Health and RunEASI.
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Articles by Jesse Davis
Gradient boosting for quantitative finance
In this paper, the authors discuss how tree-based machine learning techniques can be used in the context of derivatives pricing.