Programme

WEB SESSION

20 May 2020

Web Session: Deep Learning Adv.: Generative Method for Risk Factor Modelling and Model Validation

Wednesday, 20 May 2020

10:00 - 12:00 Topics
- Introduction to deep learning and neural networks
- Detailed presentation of newly emerging generative modelling techniques:
-> Generative adversarial networks
-> Variational autoencoders
- Applications of generative modelling techniques to various risk modelling and model validation topics
- Case Study 1: Deep copula – applications of generative models to multivariate risk factor models
- Case study 2: Using autoencoder for dimension reduction and data error detection
(Time zone: CEST - Central European Time)

Seminar Details

Programme

CPD Credits

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