{"id":7774,"date":"2022-05-18T08:42:01","date_gmt":"2022-05-18T06:42:01","guid":{"rendered":"https:\/\/www.ftf.or.at\/?p=7774"},"modified":"2022-07-06T11:04:03","modified_gmt":"2022-07-06T09:04:03","slug":"machine-learning-in-finance-via-randomization","status":"publish","type":"post","link":"https:\/\/www.ftf.or.at\/?p=7774","title":{"rendered":"Machine Learning in Finance via Randomization"},"content":{"rendered":"\n<p class=\"has-medium-font-size\"><strong>Friday, June 10th 2022 | 10:00 am (CET) | Room: N.2.35 |<\/strong><\/p>\n\n\n\n<p class=\"has-medium-font-size\"><strong><a href=\"https:\/\/math.ethz.ch\/research\/insurance-mathematics-stochastic-finance\/josef-teichmann.html\">Josef Teichmann<\/a> | Prof. at ETH Z\u00fcrich<\/strong><\/p>\n\n\n\n<p><strong>Abstract: <\/strong><\/p>\n\n\n\n<p>Randomized Signature or random feature selection are two instances of machine learning, where randomly chosen structures appear to be highly expressive. We analyze several aspects of the theory behind it, show that these structures have several theoretically attractive properties and introduce two classes of examples from finance (joint works with Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Martin Larsson, and Juan-Pablo Ortega).<\/p>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"alignright size-full\"><a href=\"https:\/\/www.ftf.or.at\/wp-content\/uploads\/2022\/05\/josef-teichmann.person_image-4.jpeg\"><img loading=\"lazy\" decoding=\"async\" width=\"128\" height=\"170\" src=\"https:\/\/www.ftf.or.at\/wp-content\/uploads\/2022\/05\/josef-teichmann.person_image-4.jpeg\" alt=\"\" class=\"wp-image-7781\"\/><\/a><\/figure>\n<\/div>\n\n\n<p><\/p>\n\n\n\n<p><strong>Bio: <\/strong><\/p>\n\n\n\n<p>Professor at ETH Zurich since 2009, Research Interests include Mathematical Finance, Machine Learning in Finance and Stochastic Analysis, Executive Secretary of the Bachelier Finance Society.<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"TEWI-Kolloquium: Machine Learning in Finance via Randomization\" width=\"640\" height=\"360\" src=\"https:\/\/www.youtube.com\/embed\/kJnvbP5szZc?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe>\n<\/div><\/figure>\n\n\n\n<figure class=\"wp-block-embed is-type-rich is-provider-slideshare wp-block-embed-slideshare\"><div class=\"wp-block-embed__wrapper\">\n<iframe loading=\"lazy\" title=\"Machine Learning in Finance via Randomization\" src=\"https:\/\/www.slideshare.net\/slideshow\/embed_code\/key\/uqw25BqRfO3i6E\" width=\"427\" height=\"356\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" style=\"border:1px solid #CCC; border-width:1px; margin-bottom:5px; max-width: 100%;\" allowfullscreen> <\/iframe> <div style=\"margin-bottom:5px\"> <strong> <a href=\"https:\/\/www.slideshare.net\/slideshow\/machine-learning-in-finance-via-randomization\/252132278\" title=\"Machine Learning in Finance via Randomization\" target=\"_blank\">Machine Learning in Finance via Randomization<\/a> <\/strong> from <strong><a href=\"https:\/\/www.slideshare.net\/foerderverein\" target=\"_blank\">F\u00f6rderverein Technische Fakult\u00e4t<\/a><\/strong> <\/div>\n<\/div><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>Friday, June 10th 2022 | 10:00 am (CET) | Room: N.2.35 | Josef Teichmann | Prof. at ETH Z\u00fcrich Abstract: Randomized Signature or random feature selection are two instances of machine learning, where randomly chosen structures appear to be highly &hellip; <a href=\"https:\/\/www.ftf.or.at\/?p=7774\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":27,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"sfsi_plus_gutenberg_text_before_share":"","sfsi_plus_gutenberg_show_text_before_share":"","sfsi_plus_gutenberg_icon_type":"","sfsi_plus_gutenberg_icon_alignemt":"","sfsi_plus_gutenburg_max_per_row":"","footnotes":""},"categories":[1],"tags":[],"class_list":["post-7774","post","type-post","status-publish","format-standard","hentry","category-tewi-kolloquium"],"_links":{"self":[{"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/posts\/7774","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/users\/27"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=7774"}],"version-history":[{"count":6,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/posts\/7774\/revisions"}],"predecessor-version":[{"id":7945,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=\/wp\/v2\/posts\/7774\/revisions\/7945"}],"wp:attachment":[{"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=7774"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=7774"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.ftf.or.at\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=7774"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}