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401-3932-DRL 2 Credits DR D-MATH
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Machine Learning in Finance

Lecturers & Examiners: Prof. Dr. Josef Teichmann
Only for ETH D-MATH doctoral students and for doctoral students from the Institute of Mathematics at UZH. The latter need to send an email to Jessica Bolsinger ( ) with the course number. The email should have the subject „Graduate course registration (ETH)“.
VVZ CR n/a

Last Updated: 2026-02-05 16:07:27

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.

Resources

Learning Materials (Links)

General Information

Language
English
Levels
DR
Frequency
Yearly recurring

Examination

Type
ungraded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture Machine Learning in Finance
  • Mon 10:15-12:00 (HG G 5)
  • Wed 11:15-12:00 (HG G 3)
3 h weekly
exercise Machine Learning in Finance
  • Wed 10:15-11:00 (CLA E 4)
  • Wed 10:15-11:00 (HG E 21)
  • Wed 10:15-11:00 (LFW C 5)
1 h weekly

Offered In

  • Doctorate Mathematics (More Information at: )
    • Subject Specialisation (The list of courses (together with the allocated credit points) eligible for doctoral students is published each semester in the newsletter of the ZGSM.)
      • Graduate School (Official website of the Zurich Graduate School in Mathematics: In addition to the 401-....-DRL course units, adapted versions for doctoral students of the following course units: 263-4400-00L Advanced Graph Algorithms and Optimization 401-3902-21L Network & Integer Optimization: From Theory to Application 401-3904-22L Convex Optimization 401-3629-00L Quantitative Risk Management 401-3652-00L Numerical Methods for Hyperbolic Partial Differential Equations 151-0530-00L Nonlinear Dynamics and Chaos II 227-0434-10L Mathematics of Information 401-4490-22L Topology Optimization of Engineering Systems ... (continued ))