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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com
Tel/Fax: +38 (044) 431 04 67

 

Course Machine learning in finance

Schedule: 03.10.2022 14.11.2022, every Monday, 3 hours (14:00-17:10).

Pre-requisites: master students with general understanding of financial markets, securities, derivates. Ability to use python on a basic level. General understanding of neural networks and machine learning. PhD students and other interested persons are invited.

Teaching language: English!

Lecturer:Prof. Josef Teichmann from ETH Zurich University. Prof. Josef Teichmann is working at the ETH Zurich University, department of mathematics, in the Stochastic Finance Group. He is an author of more than 90 papers related to various applications of machine learning algorithms to the financial problems.
Personal website: https://people.math.ethz.ch/~jteichma/

Course description: The course consists of nine lectures each accompanied with a demonstration in Jupiter notebook using Python. Students will learn how machine learning algorithms, neural networks in particular, are applied to the various financial problems such as: hedging, deep portfolio optimization, deep calibration of volatility models, simulations. In this course we will use deep and shallow neural networks, reinforcement learning algorithms, bayesian optimization methods etc.

Google form for all who wants to attend.

This information can also be read in Ukrainian.

International Scientific Practical Conference "Shevchenkivska Vesna 2022" and
International workshop "Random Fields and Their Applications"
took place online on April 14, 2022

Young scientists, graduate students, students and schoolchildren from all over Ukraine took part in the Shevchenko Spring - 2022 . More than 40 participants made topical reports during the conference.

An international workshop Random fields and their applications, dedicated to the 90th anniversary of Mykhailo Yadrenko`s birth, was an equally interesting scientific event.

Mykhailo Yadrenko is a legendary professor at the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv. He has published more than 200 scientific papers on random field theory and stochastic analysis. For 32 years he was the head of the Department of Probability Theory and Mathematical Statistics of the Kyiv National University.

Today, the subject, pioneered by Mykhailo Yadrenko, is very relevant and has many applications, in particular in astrophysics. Leading scientists from all over the world responded to the invitation of the Head of the organizing committee Yulia Mishura. Scientists from Ukraine, France, Italy, Germany, Luxembourg, Sweden, Australia, the USA and the United Kingdom made reports. The participants of the workshop noted the courage with which the Ukrainian people are fighting against the aggressor, and paid tribute to Ukrainian scientists who continue to work for such a difficult time for the development of scientific life.

International Conference MSTA-IV
Modern Stochastics: Theory and Applications. IV
From a student to an academician

Recently at the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv there was held the International Scientific Conference MSTA-IV Modern Stochastics: Theory and Applications. IV.


The Conference Modern Stochastics: Theory and Applications. IV was dedicated to the 100-th anniversary of the prominent Ukrainian mathematician Iosif Ilyich Gikhman (26.05.1918-30.07.1985), one of the founders of Ukrainian probabilistic school. Iosif Ilyich had been working at the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv since 1948 untill 1966 as Assistant Professor, Professor and the Head of the Deapartment of Probability Theory and Mathematical Statistics.

Co-organizers of the Conference: Plenary Lectures and Sections of the Conference were held at the Faculty of Mechanics and Mathematics and at the Faculty of Computer Science and Cybernetics.


118 scientists (aged 21 to 93 years old!) from 10 countries, namely: Belarus, Finland, Germany, Lithuania, Poland, Russia, Spain, Sweden, Ukraine, USA, participated in the Conference.

The largest number of participants in the Conference were Ukrainians representing 15 Ukrainian universities and academic institutions. This indicates the great scientific potential of Ukraine in the field of probability theory and its applications.

Among the speakers of the conference, there were two academicians of the National Academy of Sciences of Ukraine Volodymyr Semenovych Koroliuk and Igor Mykolaiovych Kovalenko, 90 professors, doctors and candidates of sciences, 17 post-graduate students and 3 students.


During the Conference, 19 plenary lectures were given and 6 sections were held, in which 71 reports were presented:
  • Stochastic processes in functional spaces
  • Fractional calculus and stochastic differential equations
  • Complex dynamical systems
  • Statistics of stochastic processes and random fields
  • Fractal analysis of singular probability measures and its applications
  • Applications of probability and statistics
Within the framework of the Conference, there was organized a meeting with the staff of the Faculty of Physics, Mathematics and Informatics of Pavlo Tychyna Uman State Pedagogical University and the solemn laying of flowers to the memorial plaque of Iosif Ilyich Gikhman in the city of Uman



Co-chairs of the Organizing Committee Yuliya Mishura and Yuriy Kozachenko are sincerely grateful to all the participants who attended the Conference and presented talks!

And a special thanks to the friendly team that worked on the preparation and realization of MSTA-IV: the Head of the research laboratory, Professors, Senior scientific Researchers, Associate Professors, Junior scientific Researchers, Assistant Professors, Postdoctoral Students, Engineers, Laboratory Assistants, PhD Students and Students!

About the Department
 
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The department of Probability Theory, Statistics and Actuarial Mathematics at Kyiv University is one of the top statistical departments in Ukraine. The department has a long record of excellence in teaching, research and consulting connected with challenging applications of statistics, particularly in insurance, finance, and economics. The department is the largest in the country in terms of undergraduate numbers and places on courses are amongst the most sougth after. Wide-ranging degree programmes with an excellent teaching quality assessment rating are offered. The department runs a lively programme for PhD where teaching and research are well integrated. The department has an internationally recognized record of academic research by faculty with wide ranging interests in theoretical and applied fields.