BSc Seminar Probabilistic Machine Learning and Financial Mathematics


Setting: Tuesday 2 p.m. to 4 p.m. in SRZ 105
Start: Tuesday 04/16/2019
Professor: Prof. Dr. Steffen DereichJun.-Prof. Dr. Chiranjib Mukherjee
Assistance: Yannic Bröker, Sebastian Kassing

This seminar in the course overview


(Probabilistic Machine Learning)

Artificial intellegence includes "machine learning" as well as "deep learning" as exciting special branches which are heavily used these days in many places like google, Apple, Amazon. This topic heavily uses tools from probability theory and statistics and has found surprising applications like hand-written digits recognition, face recognition and speech recognition. In this seminar we want to discuss the mathematical foundation, see some applications and discuss what can be currently achieved by machine learning and what eludes us at present. 


(Financial Mathematics)

Literature: Financial Mathematics: Föllmer, Schied, "Stochastic Finance"
Joining the Seminar:

If you want to join the seminar, please write an e-mail to Yannic Bröker. You should write, which of the two topics you would like to give a talk and if you prefer an earlier or later date for your talk.

Learnweb Please join the Learnweb Course. The key is BSPMLuF2019. 



Talk notes: The notes for your talk have to be hand in as a pdf document at least two weeks before your talk will take place.