Machine Learning in Banking & Finance

  • 13 November 2024
    4:30 PM
  • Meeting room nr. 300, Komenského náměstí 220/2
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Josef Teichmann is an Austrian mathematician and professor at ETH Zürich working on mathematical finance. After studying mathematics at the University of Graz, he pursued his PhD at the University of Vienna. The title of his dissertation in 1999 under the supervision of Peter W. Michor was "The Theory of Infinite-Dimensional Lie Groups from the Point of View of Functional Analysis". After working at the Vienna University of Technology, he obtained the Habilitation there in 2002. Since June 2009 he has been a professor at the Department of Mathematics at ETH Zürich.

In 2005 he was awarded the Prize of the Austrian Mathematical Society and in 2006 the Start-Preis of the FWF. In 2014 he was awarded the Louis Bachelier Prize by the French Academy of Sciences.

During the lecture, 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.

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