ABE BioComplexity Seminar – Dr. Dixon Domfeh

Details

Speaker:
Dr. Dixon Domfeh
Title:
A Bayesian valuation framework for catastrophe bonds — Extreme event securitization
Bio:
Dr. Dixon Domfeh is a quantitative analyst with academic and professional background in machine learning, quantitative finance, and model risk management. He is currently pursuing a Master of Science in Computer Science (Machine Learning) at the Georgia Institute of Technology. He holds a doctorate in Finance from Sacred Heart University. His research interests is in asset pricing. His most recent publication is on catastrophe risk derivatives pricing using a Bayesian valuation frameworks. His current research focus is on applying geometric deep learning techniques in modeling complex financial networks.
Professionally, Dixon works in the banking sector as a quantitative analyst specializing in model risk management, with expertise in developing and validating statistical, econometric, and machine learning models for regulatory risk purposes and business use. His work encompasses areas such as regulatory capital planning, CCAR stress testing, fraud detection, and loss forecasting.