M2 Modélisation Aléatoire

Master en statistique, probabilités et finance - Université Paris 7 - Paris Diderot

 
 
 
 
 
 
Liste des cours Cours Statistique et Finance Machine Learning en finance
 
 

Machine Learning en finance

Cours:  C. Cuchiero
Période:  
Trimestre 3
Nombre de crédits: 6
Volume horaire:  

The lecture introduces several fundamental concepts from machine learning and treats important  applications  in finance. It will cover topics like universal approximation theorems, stochastic gradient descent, neural ordinary differential equations and backpropagation. The financial applications include deep hedging, deep portfolio optimization, deep simulation and deep calibration.