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401-3932-19L 6 Credits DR , MSC D-MATH

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Machine Learning in Finance

Lecturers & Examiners: Prof. Dr. Josef Teichmann

VVZ CR n/a

Last Updated: 2026-02-05 15:54:11

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: DR , 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

Computational Science and Engineering Master
- Fields of Specialization
  - Computational Finance
Mathematics Master
- Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
  - Electives: Applied Mathematics and Further Application-Oriented Fields (¬)
    - Selection: Financial and Insurance Mathematics
Quantitative Finance Master (see Students in the Joint Degree Master's Programme "Quantitative Finance" must book UZH modules directly at the UZH. Those modules are not listed here.)
- Elective Courses
  - Mathematical Methods for Finance
Doctoral Department of Mathematics (More Information at: The list of courses (together with the allocated credit points) eligible for doctoral students is published each semester in the newsletter of the ZGSM. WARNING: Do not mistake ECTS credits for credit points for doctoral studies!)
- Graduate School (Official website of the Zurich Graduate School in Mathematics:)