Topic of the lecture Path dependent modelling in Finance and Machine Learning Abstract We provide a continuous time version of Takens theorem fromdynamical system theory and discuss relations to modelling in mathematical Finance and in Machine Learning. We also discuss Read More …
Author: Ростислав Ямненко
International Conference “Modern Stochastics: Theory and Applications VI”
International Conference «Modern Stochastics: Theory and Applications. VI» was held on 2-4 June 2025 at the Mechanics and Mathematics Faculty of Taras Shevchenko National University of Kyiv. The conference was organized by the Department of Probability Theory, Statistics and Actuarial Read More …
Gratitude to Professor Jan Obłój for the Lecture Series “Algorithmic Trading and Market Making”
We extend our sincere thanks to Professor Jan Obłój (Mathematical Institute, University of Oxford) for delivering the insightful lecture series “Algorithmic Trading and Market Making” to master’s students of the Faculty of Mechanics and Mathematics. The course has now concluded, Read More …
Course “Algorithmic Trading and Market Making” from Professor Jan Obloj
Professor Jan Obloj, Mathematical Institute, University of Oxford, in the autumn semester will deliver a master course Algorithmic Trading and Market Making For master students who is specialized in Actuarial and Financial mathematics, Statistics and Mathematics. The course will be for Read More …
Information about the course “Machine learning algorithms”
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 Read More …
Gratitude to Professor Josef Teichmann for the course “Machine Learning in Finance”
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 Read More …