Quant of the Year: Hans Buehler
Risk Awards 2022: Architect of deep hedging aims to supplant orthodox models with method based purely on data
We congratulate Hans Buehler on his transformational contribution to deep hedging and data-driven methods to option pricing.
It was wonderful news to read in Risk.net that Buehler has been named Quant of the Year in the 2022 Risk Awards. Relevant to the readership of this website, is that signatures have played a key underpinning role in his work. In an extended description of his contribution, in Risk.net:
...Buehler detailed the firm’s work using signatures – a way of encoding time series data that captures how the data evolves through time – to build a data generator that replicates features of real markets, including correlations.