Advances in Financial Machine Learning

  • Typ: Seminar (S)
  • Semester: WS 21/22
  • Dozent: Prof. Dr. Maxim Ulrich
  • SWS: 2
  • LVNr.: 2530372
  • Hinweis: Online
Inhalt

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations.

In this seminar we will apply modern machine learning techniques hands on to important computational risk and asset management problems. In particular we will use the state of the art Python programming language to implement investment related applications and/ or Finance 4.0 risk management solutions.

In a bi-weekly schedule you and your supervisor will first learn and discuss important machine learning concepts and then apply it within a practical FinTech project to real-world data. As a prerequisite students should already have some basic Python and data science skills.

VortragsspracheEnglisch
Literaturhinweise

Literatur wird in der ersten Vorlesung bekannt gegeben.

Organisatorisches

14-tägig, tba