The Department of Probability Theory, Statistics and Actuarial Mathematics is pleased to announce the continuation of fruitful cooperation with leading world universities. So, after the extremely successful course “Machine Learning in Finance”, taught in the first semester by Prof. Josef Teichman, we announce the next course, which will be read by teachers of European universities. We are talking about the “Machine Learning Algorithms” course for third-year bachelors.
The curriculum consists of 14 lectures delivered over seven weeks starting on March 13, 2023, as well as four laboratory assignments. It is devoted to an overview of machine learning methods such as regression models, classification models, and basic neural networks.
The course will be read by
Ralp Rudd, Reykjavik University (Iceland)
Dr Ralph Rudd is an Assistant Professor in Financial Engineering at Reykjavik University. He has a PhD in Quantitative Finance from the African Institute for Financial Markets and Risk Management, a top-100 mathematical finance program worldwide, as rated by Eduniversal. He specializes in numerical and computational methods in finance, with a current interest in neural networks and specifically neural-SDEs.
Ramon Prat Casanovas, Autonomous University of Barcelona (Spain)
Professor Ramon Prat is Adjunct Lecturer of Finance and Capital Markets at the Autonomous University of Barcelona, UAB. He holds an MBA from Esade Business School and a Master of Mathematics of Financial Instruments by the UAB. He works as independent financial consultant and advisor and has experience with projects with leading companies and entrepreneurs.
Petra Posedel Simovic, University of Zagreb (Croatia)
Petra Posedel Simovic, PhD is an Assistant professor at the University of Zagreb, Faculty of Agriculture. Petra’s main scientific interest is in the field of mathematical statistics and data science with a special focus on stochastic volatility models, econometrics and business analytics. She is currently a team member at the Croatian Science Foundation’s Installation Research Projects (HRZZ) Programme “Deep Reinforcement Learning Algorithms for Risk Management – DREAM”.
The language of teaching is English.
The educational program is coordinated with the program of the course “Algorithms of machine learning”, which was developed and taught at the Kyiv University for students of 3rd year. On the part of the university, the course will be accompanied by teachers and graduate students of the Department of Probability Theory, Statistics and Actuarial Mathematics under the guidance of Vitaly Holomozy. In particular, regular consultations regarding course material and laboratory work will be held in accordance with the current schedule.
Lectures will be held on Mondays and Wednesdays, starting at 2:05 p.m. Detailed curriculum and time table.