Seminar series
Date
Thu, 14 Jun 2018
Time
16:00 -
17:30
Location
L4
Speaker
Josef Teichmann
Organisation
ETH Zuerich
We present several instances of applications of machine
learning technologies in mathematical Finance including pricing,
hedging, calibration and filtering problems. We try to show that
regularity theory of the involved equations plays a crucial role
in designing such algorithms.
(based on joint works with Hans Buehler, Christa Cuchiero, Lukas
Gonon, Wahid Khosrawi-Sardroudi, Ben Wood)