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Main Lecture Courses

The summer school is centered around two main topics:

• Machine Learning in Finance.
  
  Lyudmila Grigoryeva (University of Konstanz): Abstract Slides I Slides II Slides III
  
  Josef Teichmann (ETH Zurich): Abstract Slides I Slides II
  
  
• McKean-Vlasov Equations and Mean Field Games in Finance.
  
  Xin Guo (University of California, Berkeley): Abstract Slides
  
  Lukasz Szpruch (University of Edinburgh): Abstract. Slides I Slides II Slides III

Additionally, there have been three special talks:

• Götz Cypra and Alexander Filler on "Deep learning techniques in the context of economic capital and cash flow projections". Abstract Slides
• Yuri Kabanov (Lomonosov Moscow State University) on "Ruin probabilities with risky investments". Abstract
• Juan Pablo Ortega Lahuerta (University of Sankt Gallen) on "Explaining the reservoir computing phenomenon using randomized discrete-time signatures". Abstract
• Walter Schachermayer (University of Vienna) on "Trajectorial Otto calculus". Abstract