{"id":1191,"date":"2020-12-10T10:35:59","date_gmt":"2020-12-10T10:35:59","guid":{"rendered":"https:\/\/i-fihn.com\/deep-hedging\/"},"modified":"2021-05-31T16:56:50","modified_gmt":"2021-05-31T14:56:50","slug":"deep-hedging","status":"publish","type":"post","link":"https:\/\/i-fihn.com\/en\/deep-hedging\/","title":{"rendered":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management"},"content":{"rendered":"

Qu’est-ce que le Deep Hedging ?<\/h2>\n

Le Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l’am\u00e9lioration de la couverture de risques de march\u00e9. Cette approche est issue des travaux r\u00e9alis\u00e9s par Hans Buehler, Josef Teichmann, Ben Wood et Luka Gonon<\/a><\/span>. Il s’agit d’une approche r\u00e9volutionnaire de la gestion de la couverture de portefeuille de produits d\u00e9riv\u00e9s \u00e0 partir de r\u00e9seaux de neurones profonds et d’apprentissage par renforcement, des techniques d’intelligence artificielle.<\/p>\n

Qu’est-ce que le P\u00f4le R&D, au sein d’i-Fihn Consulting ?<\/h2>\n

L’\u00e9quipe du P\u00f4le Recherche & D\u00e9veloppement<\/a><\/span> manag\u00e9e par Pierre Weirich<\/a><\/span> a pour but d’informer, de conseiller et de servir au plus juste les int\u00e9r\u00eats de nos clients. Notre \u00e9quipe d’experts peut intervenir en amont durant les phases de conception ou durant les phases de r\u00e9alisation, en apportant \u00e0 la fois des comp\u00e9tences technologiques et des comp\u00e9tences m\u00e9tiers.<\/p>\n

Comment i-Fihn Consulting peut vous aider ?<\/h2>\n

Notre expertise dans les techniques de Machine Learning<\/em> et d’architecture de r\u00e9seaux de neurones<\/a><\/span> pour l’optimisation de portefeuilles et la couverture de produits d\u00e9riv\u00e9s, nous permet de vous accompagner dans la reproduction des travaux de Deep Hedging. Pour avoir une vision d’ensemble des avantages et inconv\u00e9nients du Deep Hedging, nous mettons \u00e0 votre disposition ce white paper<\/a><\/span>, \u00e9labor\u00e9 par Guillaume Sall<\/a><\/span>, PhD et Consultant Quant chez i-Fihn Consulting depuis 2019, qui vous explique en d\u00e9tails la mise en place de cette strat\u00e9gie.<\/p>\n

Pour consulter notre white paper, il vous suffit de remplir le formulaire suivant.<\/p>\n

<\/p>\n\n\n

\n
\n
\n
\n

<\/p>

    <\/ul><\/div>\n
    \n
    \n<\/fieldset>\n

    \n<\/p>

    <\/div>\n<\/form>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n
    \n
    \"\"<\/figure><\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

    La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l’am\u00e9lioration de la couverture de risques de march\u00e9. <\/p>\n","protected":false},"author":2,"featured_media":1024,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"categories":[2,63],"tags":[68,69,70],"class_list":["post-1191","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","category-newsnews-en","tag-rd-en","tag-risk-management-en","tag-deep-hedging-en"],"yoast_head":"\nComment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting<\/title>\n<meta name=\"description\" content=\"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/i-fihn.com\/en\/deep-hedging\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting\" \/>\n<meta property=\"og:description\" content=\"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/i-fihn.com\/en\/deep-hedging\/\" \/>\n<meta property=\"og:site_name\" content=\"i-Fihn Consulting\" \/>\n<meta property=\"article:published_time\" content=\"2020-12-10T10:35:59+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2021-05-31T14:56:50+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg\" \/>\n\t<meta property=\"og:image:width\" content=\"720\" \/>\n\t<meta property=\"og:image:height\" content=\"480\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Marie Desbordes\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/\"},\"author\":{\"name\":\"Marie Desbordes\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/#\\\/schema\\\/person\\\/f3b9259acfde890208a6247a7b009e87\"},\"headline\":\"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management\",\"datePublished\":\"2020-12-10T10:35:59+00:00\",\"dateModified\":\"2021-05-31T14:56:50+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/\"},\"wordCount\":281,\"commentCount\":0,\"image\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/i-fihn.com\\\/wp-content\\\/uploads\\\/2020\\\/12\\\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg\",\"keywords\":[\"R&D\",\"Risk Management\",\"Deep Hedging\"],\"articleSection\":{\"1\":\"News\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/\",\"url\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/\",\"name\":\"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#primaryimage\"},\"image\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#primaryimage\"},\"thumbnailUrl\":\"https:\\\/\\\/i-fihn.com\\\/wp-content\\\/uploads\\\/2020\\\/12\\\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg\",\"datePublished\":\"2020-12-10T10:35:59+00:00\",\"dateModified\":\"2021-05-31T14:56:50+00:00\",\"author\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/#\\\/schema\\\/person\\\/f3b9259acfde890208a6247a7b009e87\"},\"description\":\"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.\",\"breadcrumb\":{\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#primaryimage\",\"url\":\"https:\\\/\\\/i-fihn.com\\\/wp-content\\\/uploads\\\/2020\\\/12\\\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg\",\"contentUrl\":\"https:\\\/\\\/i-fihn.com\\\/wp-content\\\/uploads\\\/2020\\\/12\\\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg\",\"width\":720,\"height\":480},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/deep-hedging\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Accueil\",\"item\":\"https:\\\/\\\/i-fihn.com\\\/en\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/#website\",\"url\":\"https:\\\/\\\/i-fihn.com\\\/\",\"name\":\"i-Fihn Consulting\",\"description\":\"Cabinet de Conseil sp\u00e9cialis\u00e9 sur les activit\u00e9s de march\u00e9\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/i-fihn.com\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\\\/\\\/i-fihn.com\\\/#\\\/schema\\\/person\\\/f3b9259acfde890208a6247a7b009e87\",\"name\":\"Marie Desbordes\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting","description":"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/i-fihn.com\/en\/deep-hedging\/","og_locale":"en_US","og_type":"article","og_title":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting","og_description":"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.","og_url":"https:\/\/i-fihn.com\/en\/deep-hedging\/","og_site_name":"i-Fihn Consulting","article_published_time":"2020-12-10T10:35:59+00:00","article_modified_time":"2021-05-31T14:56:50+00:00","og_image":[{"width":720,"height":480,"url":"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg","type":"image\/jpeg"}],"author":"Marie Desbordes","twitter_card":"summary_large_image","twitter_misc":{"Written by":false,"Est. reading time":"2 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#article","isPartOf":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/"},"author":{"name":"Marie Desbordes","@id":"https:\/\/i-fihn.com\/#\/schema\/person\/f3b9259acfde890208a6247a7b009e87"},"headline":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management","datePublished":"2020-12-10T10:35:59+00:00","dateModified":"2021-05-31T14:56:50+00:00","mainEntityOfPage":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/"},"wordCount":281,"commentCount":0,"image":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#primaryimage"},"thumbnailUrl":"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg","keywords":["R&D","Risk Management","Deep Hedging"],"articleSection":{"1":"News"},"inLanguage":"en-US","potentialAction":[{"@type":"CommentAction","name":"Comment","target":["https:\/\/i-fihn.com\/en\/deep-hedging\/#respond"]}]},{"@type":"WebPage","@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/","url":"https:\/\/i-fihn.com\/en\/deep-hedging\/","name":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management - i-Fihn Consulting","isPartOf":{"@id":"https:\/\/i-fihn.com\/#website"},"primaryImageOfPage":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#primaryimage"},"image":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#primaryimage"},"thumbnailUrl":"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg","datePublished":"2020-12-10T10:35:59+00:00","dateModified":"2021-05-31T14:56:50+00:00","author":{"@id":"https:\/\/i-fihn.com\/#\/schema\/person\/f3b9259acfde890208a6247a7b009e87"},"description":"La reproduction des travaux de Deep Hedging est une strat\u00e9gie permettant la r\u00e9duction et l'am\u00e9lioration de la couverture de risques de march\u00e9.","breadcrumb":{"@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/i-fihn.com\/en\/deep-hedging\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#primaryimage","url":"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg","contentUrl":"https:\/\/i-fihn.com\/wp-content\/uploads\/2020\/12\/Comment-le-Deep-Hedging-va-revolutionner-les-metiers-du-Risk-Management-.jpeg.jpeg","width":720,"height":480},{"@type":"BreadcrumbList","@id":"https:\/\/i-fihn.com\/en\/deep-hedging\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Accueil","item":"https:\/\/i-fihn.com\/en\/"},{"@type":"ListItem","position":2,"name":"Comment le Deep Hedging va r\u00e9volutionner les m\u00e9tiers du Risk Management"}]},{"@type":"WebSite","@id":"https:\/\/i-fihn.com\/#website","url":"https:\/\/i-fihn.com\/","name":"i-Fihn Consulting","description":"Cabinet de Conseil sp\u00e9cialis\u00e9 sur les activit\u00e9s de march\u00e9","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/i-fihn.com\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/i-fihn.com\/#\/schema\/person\/f3b9259acfde890208a6247a7b009e87","name":"Marie Desbordes"}]}},"_links":{"self":[{"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/posts\/1191","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/comments?post=1191"}],"version-history":[{"count":4,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/posts\/1191\/revisions"}],"predecessor-version":[{"id":1248,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/posts\/1191\/revisions\/1248"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/media\/1024"}],"wp:attachment":[{"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/media?parent=1191"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/categories?post=1191"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/i-fihn.com\/en\/wp-json\/wp\/v2\/tags?post=1191"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}