Explore a cutting-edge machine learning approach to portfolio pricing and risk management for high-dimensional problems in this virtual talk presented by the Society for Industrial and Applied Mathematics. Join speaker Damir Filipovic from EPFL and Swiss Finance Institute as he delves into innovative techniques for tackling complex financial challenges. Moderated by Rene Carmona from Princeton University, this one-hour session offers valuable insights for professionals and researchers in the fields of financial mathematics and engineering.
A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems
Society for Industrial and Applied Mathematics via YouTube
Overview
Syllabus
Fourteenth SIAM Activity Group on FME Virtual Talk
Taught by
Society for Industrial and Applied Mathematics
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