Dear Professor Josef Teichmann,
on behalf of the Faculty of Mechanics and Mathematics and the Department of Probability theory, Statistics and Actuarial mathematics, we would like to express our deep gratitude for your efforts to support Ukraine and our University in such a difficult time.
The course “Machine Learning in Finance” you delivered in autumn-winter 2022 has been accepted with great enthusiasm among the students and University staff. The overall number of registrants was close to one hundred. Among them, we had students, teachers, post-graduate students and even some former students who expressed their willingness to join the course. Unfortunately, many registered participants could not join the live lectures due to problems with the power supply and repeated missiles attack, some of which occurred during the lecture time. However, we received many requests to view the recordings. The feedback we received from the participants was very positive. They were impressed by the way how profound mathematical theory was connected and applied to practical problems. Students with insufficient background in functional analysis appreciated numerous demonstrations in python and rigorous but understandable elucidation of the deep neural network theory and its application in finance.
Summarizing the above, we want to thank you for your highly professional and dedicated delivery of the “Machine Learning in Finance” course and your willingness to collaborate, answer questions, and provide additional materials and exercises. We hope and believe this course will give birth to a fruitful collaboration in future!
And finally, we will never forget that you and ETH Zurich University stand with Ukraine in the dark moment in our modern history.
Head of the Department of Probability theory, Statistics and Actuarial mathematics
Prof. Dr. Yuliya Mishura