A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems

A Machine Learning Approach to Portfolio Pricing and Risk Management for High-Dimensional Problems

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only! Grab it Explore a cutting-edge machine learning approach to portfolio pricing and risk management for high-dimensional problems in this virtual talk presented by the Society for Industrial and Applied Mathematics. Join speaker Damir Filipovic from EPFL and Swiss Finance Institute as he delves into innovative techniques for tackling complex financial challenges. Moderated by Rene Carmona from Princeton University, this one-hour session offers valuable insights for professionals and researchers in the fields of financial mathematics and engineering.