[lizmutton]

what's the use of epidemiology models in quant finance?

https://github.com/goldmansachs/gs-quant/blob/master/gs_quan...

[fifilura]

"Copyright 2020 Goldman Sachs."

Probably added in panic mode around March 2020?

[lizmutton]

Aha. Wonder if they ever actually used it xD