Dear students,
this summer term Prof. Dr. Pavel Shevchenko - a guest professor from Macqarie University (Sydney, Australia) - will give the following blocked lecture:
- 2 hours per week, 3 ECTS, VU (lecture with exercises), 105.712, AKFVM AKSTA, AKINF
Machine Learning Methods and Data Analytics in Finance and Insurance (TISS)
The prerequisite for this course is a knowledge of probability theory and statistics at the undergraduate level.
The course will be blocked to 8 appointments starting on April 17, 2024. Five appointments will be online via Zoom in April & May and three appointments are in person in Freihaus at TU Wien.
Each lecture appointment will split into presentation of statistical/mathematical background material and R-lecture. It is recommended to bring the own laptop with R/R-studio (r-project.org, rstudio.com) installed to follow the R-lecture exercises.
There will be one home work/assignment (numerical solution, to be done in R) during the course as well as one assignment after the course.
Details can be found in the course outline in the TUWEL course.
Best, Sandra
FAM-office, fam@fam.tuwien.ac.at, 01-58801-10511
