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MAT959
Seminar in Data Science and Mathematical Modelling
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This seminar combines research talks by international experts on various topics in data science and mathematical modeling and student presentations. The topics covered include applied statistics and probability, mathematical finance, risk theory, machine learning, network science, and computational social sciences.
Information for students
To register for a student presentation (3 ECTS), please fill in this form.
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Talks
21.09.2023
Joseph Najnudel
University of Bristol
University of Bristol
05.10.2023
Deep Learning based algorithm for nonlinear PDEs in finance and gradient descent type algorithm for non-convex stochastic optimization problems with ReLU neural networks
Invited Speaker-personal webpage
Invited Speaker-personal webpage
Ariel Neufeld
Division of Mathematical Sciences, Nanyang Technological University
Division of Mathematical Sciences, Nanyang Technological University
12.10.2023
Geometrically Convergent Simulation of the Extrema of Lévy Processes
Invited Speaker-personal webpage
Invited Speaker-personal webpage
Aleksandar Mijatović
Department of Statistics, University of Warwick
Department of Statistics, University of Warwick
19.10.2023
Ulrik Brandes
Dep. of Humanities, Social and Pol.Sc., ETH Zürich
Dep. of Humanities, Social and Pol.Sc., ETH Zürich
16.11.2023
Frank Schweitzer
Systemgestaltung, ETH Zürich
Systemgestaltung, ETH Zürich
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