105.712 AKFVM AKSTA AKINF Machine Learning Methods and Data Analytics in Finance and Insurance
Diese Lehrveranstaltung ist in allen zugeordneten Curricula Teil der STEOP.
Diese Lehrveranstaltung ist in mindestens einem zugeordneten Curriculum Teil der STEOP.

2019S, VU, 2.0h, 3.0EC, wird geblockt abgehalten


  • Semesterwochenstunden: 2.0
  • ECTS: 3.0
  • Typ: VU Vorlesung mit Übung

Ziele der Lehrveranstaltung

This course aims to equip students with important computing and statistical tools to undertake quantitative modelling activities required from risk modellers and quantitative analysts in modern financial institutions and insurance companies. This course focuses on machine learning and data analytics methods in applications for finance and insurance. The topics include regression models (including tree methods, boosting, bagging and random forest), neural networks, clustering, Bayesian methods, modelling dependence via copula, and Markov chain Monte Carlo methods. The course aims to develop a core mathematical and statistical understanding of the methods and their applications to problems in the field. The methods will be applied using the R language.

Inhalt der Lehrveranstaltung

  • Clustering methods
  • Regression methods (GLM, GAM)
  • Neural networks
  • Regression trees methods (including boosting, bagging, random forest)
  • Bayesian methods
  • Markov chain Monte Carlo methods
  • Modelling dependence via copula

Weitere Informationen


The speaker will use the statistical software R with the editors RStudio and Jupyter Notebook during the lectures. It is recommended for participants to bring along their own laptop with the most recent version of R installed and either a good R programmer editor or R IDE (e.g., the open source edition of RStudio).



LVA Termine

Mo.09:00 - 12:0003.06.2019 - 24.06.2019FH Hörsaal 3 - MATH .
Do.14:00 - 18:0006.06.2019FH Hörsaal 5 - TPH .
Fr.14:00 - 18:0007.06.2019FH 8 Nöbauer HS - MATH .
Fr.14:00 - 18:0014.06.2019FH Hörsaal 5 - TPH .
Fr.14:00 - 18:0021.06.2019 - 28.06.2019FH Hörsaal 7 - GEO .
AKFVM AKSTA AKINF Machine Learning Methods and Data Analytics in Finance and Insurance - Einzeltermine
Mo.03.06.201909:00 - 12:00FH Hörsaal 3 - MATH .
Do.06.06.201914:00 - 18:00FH Hörsaal 5 - TPH .
Fr.07.06.201914:00 - 18:00FH 8 Nöbauer HS - MATH .
Fr.14.06.201914:00 - 18:00FH Hörsaal 5 - TPH .
Fr.21.06.201914:00 - 18:00FH Hörsaal 7 - GEO .
Mo.24.06.201909:00 - 12:00FH Hörsaal 3 - MATH .
Fr.28.06.201914:00 - 18:00FH Hörsaal 7 - GEO .
LVA wird geblockt abgehalten


Von Bis Abmeldung bis
01.02.2019 00:00 26.05.2019 23:59 09.06.2019 23:59


860 GW Gebundene Wahlfächer - Technische Mathematik


Es wird kein Skriptum zur Lehrveranstaltung angeboten.