Our research interests are currently on subjects related to XVAs and Machine Learning, and always welcome collaborations so feel free to contact us and propose research projects. Subjects do not have to be very theoretical, they can also be very much about details of practical applications of known methods.

On XVAs we are interested in regression methods and MVAs. On Machine Learning, we are at a very early stage, learning the field and building prototypes. Motivations include regression methods and calibration processes.