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 …
Events
Section “Probability and Statistics” at the conference “At the End of the Year 2025”
On December 18-19, 2025, the traditional conference “At the End of the Year” was held at the Taras Shevchenko National University of Kyiv: https://sites.google.com/knu.ua/umc-2025 The conference consisted of three mathematical sections. We offer some screenshots from the section Probability and Statistics. This Read More …
History of the scientific school of probability theory and mathematical statistics at Taras Shevchenko National University of Kyiv
Through the combined efforts of the department’s faculty, the staff of the Faculty of Mechanics and Mathematics, colleagues from the Faculty of Computer Science and Cybernetics, and the KNU press center, we created a small portrait gallery of the founders Read More …
Lectures on Generative learning and Langevin dynamics
Professor Josef Teichmann (Department of Mathematics ETH Zürich) will deliver a course of 5 lectures dedicated to Generative learning and Langevin dynamics (for masters and PhD students). Each lecture is in Zoom format with 2.5 hours (and one break of Read More …
We sincerely congratulate Borys Manikin, PhD student of the Educational and Scientific Program “Statistics”, Assistant at the Department of Probability Theory, Statistics and Actuarial Mathematics, on the successful defense of his dissertation for the degree of Doctor of Philosophy!
The chair and members of the one-time specialized academic council highly praised the scientific novelty, depth, and practical significance of the obtained results. We wish Borys further scientific achievements, inspiration in his research work, and continued professional success! The dissertation Read More …
Gratitude to Professor Josef Teichmann for the lecture “Path dependent modelling in Finance and Machine Learning”
We would like to express our sincere gratitude to Professor Josef Teichmann (ETH Zurich) for his extremely interesting and insightful lecture “Path Dependent Modeling in Finance and Machine Learning”, which took place on August 4 at the Red Building of Read More …
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 …