Universität Wien

390040 SE PhD-AW: Advanced Stochastic Modelling (2021S)

3.00 ECTS (2.00 SWS), SPL 39 - Doktoratsstudium Wirtschaftswissenschaften
Continuous assessment of course work
REMOTE
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 24 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Since face-to-face teaching is currently not possible, the seminar will begin digitally and synchronously at the above-mentioned dates. If the situation changes during the semester, a hybrid variant can be considered.

  • Tuesday 02.03. 11:30 - 13:00 Digital
  • Tuesday 09.03. 11:30 - 13:00 Digital
  • Tuesday 16.03. 11:30 - 13:00 Digital
  • Tuesday 23.03. 11:30 - 13:00 Digital
  • Tuesday 13.04. 11:30 - 13:00 Digital
  • Tuesday 20.04. 11:30 - 13:00 Digital
  • Tuesday 27.04. 11:30 - 13:00 Digital
  • Tuesday 04.05. 11:30 - 13:00 Digital
  • Tuesday 11.05. 11:30 - 13:00 Digital
  • Tuesday 18.05. 11:30 - 13:00 Digital
  • Tuesday 01.06. 11:30 - 13:00 Digital
  • Tuesday 08.06. 11:30 - 13:00 Digital
  • Tuesday 15.06. 11:30 - 13:00 Digital
  • Tuesday 22.06. 11:30 - 13:00 Digital
  • Tuesday 29.06. 11:30 - 13:00 Digital

Information

Aims, contents and method of the course

Newest developments in the area of stochastic modeling and optimization, in particular

- theoretical underpinning for the convergence of stochastic gradient type algorithms for non-convex learning tasks such as training of neural networks;

- neural SDEs

- Signature based models, theoretical aspects and calibration

Assessment and permitted materials

Talk

Minimum requirements and assessment criteria

Examination topics

Reading list

will be announced in the course

Association in the course directory

Last modified: Fr 12.05.2023 00:26