401-3932-19L Machine Learning in Finance
|Semester||Spring Semester 2020|
|Periodicity||yearly recurring course|
|Language of instruction||English|
|Abstract||The course will deal with the following topics with rigorous proofs and many coding excursions: Universal approximation theorems, Stochastic gradient Descent, Deep|
networks and wavelet analysis, Deep Hedging, Deep calibration,
Different network architectures, Reservoir Computing, Time series analysis by machine learning, Reinforcement learning, generative adversersial networks, Economic games.
|Prerequisites / Notice||Bachelor in mathematics, physics, economics or computer science.|