Explore a cutting-edge machine learning approach to portfolio pricing and risk management for high-dimensional problems in this 56-minute 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, gain valuable insights into the intersection of machine learning and financial mathematics, and discover how these advanced methods can revolutionize portfolio management strategies in high-dimensional scenarios.
A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems
Society for Industrial and Applied Mathematics via YouTube
Overview
Syllabus
Thirteenth SIAM Activity Group on FME Virtual Talk
Taught by
Society for Industrial and Applied Mathematics
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