M2MO: Modélisation Aléatoire, Finance et Data Science

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

 
 
 
 
 
 
Courses
 
 

Modern approach for dimension reduction

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Lecturer: A. Célisse

Period: Term 3

ECTS: 6

Schedule: 2h lecture + 2h Tutorials per week

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Deep learning

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Lecturer: I. Giulini
Period: 
Term  3
ECTS: 3
Schedule: See Timetable
Présentation
 
L’objectif du cours est de présenter les concepts fondamentaux du deep learning jusqu’aux architectures plus avancées telles que les Transformers et les GANs.
Le cours prévoit 4 séances de TP.

Programme
· Introduction to Deep Learning
· Feed-Forward Neural Networks
· Convolutional Neural Networks for image classification
· Network architectures for object detection and image segmentation
· Recurrent Neural Networks, LSTM units, GRUs
· Natural Language Processing
· Neural Machine Translation, Attention models, the Transformer Network
· Deep Generative Modeling (VAE, GAN)

 

Bibliographie

  • Goodfellow, I. and Bengio, Y., and Courville, A. (2016). Deep Learning. MIT Press.
  • Chollet, F. and Allaire, J. J. (2018). Deep Learning with R. Manning Pub.
  • Chollet, F. and Allaire, J. J. (2018). Deep Learning with Python. Manning Pub.

Statistics in high dimension

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Lecturer: B-E. Chérief Abdellatif

Period: Term 3

ECTS: 3

Schedule: 2h lectures per week 

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Financial products

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Lecturer: B. Bruder (Amundi)
Period:
Terms 1-2
ECTS: 
3
Hourly Volume: 2 hours per week

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Stochastic Control in Finance

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Lecturer: H. Pham
Period: Term  2
ECTS 6
Schedule: 3h per week + tutorials

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