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25 Sep 2019

Webinar: Deep Learning–Applications in Market Risk and Economic Capital Modelling: Overview

Wednesday, 25 September 2019

  1. 10:00 - 12:00 Topics
  2. - Overview on deep learning techniques and discussion of the main features which make these techniques so powerful
  3. - Neural networks
  4. -> Introduction of different types of neural networks and their typical areas of application
  5. -> Architectures and ingredients of neural networks with a focus on market risk and economic capital modelling aspects
  6. -> The mathematics behind neural networks
  7. -> Recurrent neural networks and their applications for market risk modelling
  8. -> Hints and tricks on the design and implementation of neural networks
  9. - Case Study 1: Using neural networks for the projection of actuarial cash flows and the Solvency II ratio
  10. - Case study 2: Using recurrent neural networks for the prediction of economic time series
  11. (Time zone: CEST - Central European Time)

Participant Feedback

4.46 of 5 Points