ETH Zürich - D-MATH - SFG (Stochastic Finance Group) - HOME - update on 2017-11-01

Seminar Advanced Topics in Finance

The goal of the seminar is to understand, implement and improve several high level techniques from mathematical Finance and machine learning. I recommend the following reading list and in particular the references on universal approximation in the first paper:

We have two first meetings on tuesday, February 20 and 27, at 2 pm in HG D 7.2.