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Machine Learning in Finance via Randomization
• Randomized Signature or random feature selection are two instances of machine learning, where randomly chosen structures appear to be highly expressive. We analyze several aspects of the theory behind it, show that these structures have several theoretically attractive properties and introduce two classes of examples from finance (joint works with Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Martin Larsson, and Juan-Pablo Ortega).
Veranstalter
Vortragende(r)
Prof. Dr. Josef Teichmann
ETH Zürich
Kontakt
Christian Timmerer (christian [dot] timmerer [at] aau [dot] at)
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