VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-3932-19L 6 Credits MSC D-MATH
You're viewing possible stale or outdated data. Please check the latest semester for more up-to-date information.

Machine Learning in Finance

Lecturers & Examiners: Prof. Dr. Josef Teichmann
VVZ CR n/a

Last Updated: 2026-02-05 15:41:16

Abstract

The course will deal with the following topics with rigorous proofs and many coding excursions: Universal approximation theorems, Stochastic gradient Descent, Deepnetworks and wavelet analysis, Deep Hedging, Deep calibration,Different network architectures, Reservoir Computing, Time series analysis by machine learning, Reinforcement learning, generative adversersial networks, Economic games.

General Information

Language
English
Levels
MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 90 minutes
Aids
None

Course Components

Type Title Time & Place Hours
lecture Machine Learning in Finance
  • Mon 10:15-12:00 (ML F 36)
  • Wed 11:15-12:00 (LFW C 5)
3 h weekly
exercise Machine Learning in Finance
  • Wed 10:15-11:00 (LFW C 5)
1 h weekly

Offered In