Wednesday, 25 September 2019
-
10:00 - 12:00
Topics
-
- Overview on deep learning techniques and discussion of the main features which make these techniques so powerful
-
- Neural networks
-
-> Introduction of different types of neural networks and their typical areas of application
-
-> Architectures and ingredients of neural networks with a focus on market risk and economic capital modelling aspects
-
-> The mathematics behind neural networks
-
-> Recurrent neural networks and their applications for market risk modelling
-
-> Hints and tricks on the design and implementation of neural networks
-
- Case Study 1: Using neural networks for the projection of actuarial cash flows and the Solvency II ratio
-
- Case study 2: Using recurrent neural networks for the prediction of economic time series
-
(Time zone: CEST - Central European Time)
