Mathematics, Physics & Computer Science Seminar Series

13 November 2024, 4:30 PM, Meeting room nr. 300, Komenského náměstí 220/2

JOSEF TEICHMANN

Machine Learning in Banking & Finance

We highlight on some showcases like Deep Hedging or Deep Simulation, where the arrival of novel machine learning technologies changed the landscape of modeling in Banking & Finance. We also present fascinating mathematical developments from areas like stochastics, geometry or algebra which accompanied theses changes