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SEMINAR

11/12 Nov 2019 in Prague

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

Monday, 11 November 2019

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction and welcome (EAA)
  3. 09:15 - 10:45 Deep Learning: Overview on features, mechanics and wider applications – Why are deep learning techniques successful (and popular)?
  4. 10:45 - 11:00 Coffee Break
  5. 11:00 - 12:30 Neural networks: Classifications, architectures and ingredients
  6. 12:30 - 13:30 Lunch
  7. 13:30 - 15:00 Application session 1: Using neural networks for Solvency II proxy modelling
  8. 15:00 - 15:15 Coffee Break
  9. 15:15 - 17:00 Application session 2: Using neural networks for the projection (and prediction) of cash flows and the Solvency II ratio
  10. 18:30 Dinner (approx.)

Tuesday, 12 November 2019

  1. 09:00 - 10:45 Theory session: Recurrent neural networks and applications
  2. 10:45 - 11:00 Coffee Break
  3. 11:00 - 12:30 Hints and tricks designing and implementing neural networks
  4. 12:30 - 13:30 Lunch
  5. 13:30 - 15:10 Application session 3: Using neural networks for the prediction of economical time series
  6. 15:10 - 15:15 Concluding remarks, closing of the seminar (EAA)

Participant Feedback

of 5 Points
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Venue & Accommodation

The seminar will take place at the

Angelo by Vienna House Prague
Radlická 1g
150 00 Praha 5, Czech Republic
Phone: +420296882707
https://www.viennahouse.com

We have arranged special prices for accommodation. The special rate is 115 € per night in a classic single room including breakfast and VAT. It is valid for bookings by 25 October 2019 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel using this booking form, and note the hotel’s cancellation policy.

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