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IVADO Workshop
30 June 2020 @ 16h00 - 3 September 2020 @ 18h00
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Language
This workshop will be given in English.
Description
The Fin-ML/IVADO Workshop is a practical training in machine learning, applied to concrete problems in investments, banking and insurance. Over each week, the workshop will consist of theory in one session, followed by a problem-solving session.
Target Audience
Master’s and PhD students and professionals with quantitative training who want to learn about new technologies in data science, machine learning and operations research, with examples applied to problems in investments, banking and insurance.
Prerequisites
Knowledge of Mathematics & Statistics (Linear Algebra, Probability and Information Theory, Numerical Computation), and Programming (ideally Python) is strongly recommended. The participants can familiarize themselves with Chapters 2 to 4 of the Deep Learning book by Ian Goodfellow and Yoshua Bengio and Aaron Courville (available online deeplearningbook.org)
Objectives
- Introduce students and professionals to new technologies in machine learning, that are most relevant in the financial sector;
- Develop an understanding of the challenges and issues of data science applied to investments, banking and insurance;
- Learn to use computer tools to solve concrete problems;
- Encourage interdisciplinary knowledge sharing.
Trainers
- Aden Houssein Aboubaker, MSc. Maths and Computer Science in Laval University (2018), Student in Artificial Intelligence in Mila-Montreal University https://mila.quebec/en/person/aboubaker-aden-houssein/
- Alexandre Carbonneau, PhD student in financial mathematics at Concordia University; https://www.linkedin.com/in/alexandre-carbonneau-26945698/
- Didier Chételat, Researcher, Polytechnique Montréal
http://www.didierchetelat.com - Jonathan Guymont
- Alexandre Nguyen, Msc. CFA. is a Finance professional and a machine learning consultant. https://www.linkedin.com/in/alexandrenguyen1/
- Marie-Ève Malette
- Cédric Poutré, PhD candidate in financial mathematics at the University of Montreal and research assistant in high-frequency trading at IVADO; https://www.linkedin.com/in/cedricpoutre/
Organizers
- Manuel Morales, Associate Professor, Université de Montréal, Director of Fin-ML
- Rheia Khalaf, Director of Collaborative Research & Partnerships, Fin-ML
Registration
Professionals : $1300 + tx
Students : $500 + tx