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105.174
Deep Learning in Financial and Actuarial Mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2023W
2023W, VO, 3.0h, 4.5EC
TUWEL course
Properties
Semester hours: 3.0
Credits: 4.5
Type: VO Lecture
Format: Presence
Learning outcomes
After successful completion of the course, students are able to...
describe several types of neural networks (recurrent, convolutional), and to discuss their topology
to apply stochastic gradient descent including curvature
to implement the resulting algorithms via Keras and Tensorflow
to apply the resulting Deep Learning technology on problems of financial and actuarial mathematics
Subject of course
required foundations of linear algebra and Bayesian statistics
recurrent neural networks and their application in importance sampling for valuation of derivatives, limit order book, solvency capital requirement, life insurance risk estimation
convolutional neural networks and their application for financial time series
Teaching methods
blackboard presentation
conceptional mathematical proofs
programming in Python based on the Keras/Tensorflow platform
Mode of examination
Oral
Lecturers
Rheinländer, Thorsten
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
10:00 - 12:00
04.10.2023
Zeichensaal 3
Erster Termin beginnt später
Wed
09:00 - 12:00
11.10.2023 - 24.01.2024
Sem.R. DB gelb 05 B
.
Wed
09:00 - 12:00
08.11.2023
Sem.R. DA grün 06B
Anderer Raum
Show single appointments
Deep Learning in Financial and Actuarial Mathematics - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Wed
04.10.2023
10:00 - 12:00
Zeichensaal 3
Erster Termin beginnt später
Wed
11.10.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
18.10.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
25.10.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
08.11.2023
09:00 - 12:00
Sem.R. DA grün 06B
Anderer Raum
Wed
22.11.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
29.11.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
06.12.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
13.12.2023
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
10.01.2024
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
17.01.2024
09:00 - 12:00
Sem.R. DB gelb 05 B
.
Wed
24.01.2024
09:00 - 12:00
Sem.R. DB gelb 05 B
.
F
P
1
N
E
Examination modalities
oral exam
Course registration
Begin
End
Deregistration end
01.08.2023 00:00
15.10.2023 23:59
31.10.2023 23:59
Curricula
Study Code
Obligation
Semester
Precon.
Info
860 GW Optional Courses - Technical Mathematics
Mandatory elective
Literature
No lecture notes are available.
Language
if required in English