September meeting 2020: Stochastic and statistical methods in insurance and finance
When: Tuesday, September 15, 13.00-17.00.
How: This meeting will be given online by use of the software Zoom. To obtain the link for the Zoom room, contact Tom Britton (email@example.com).
- 13.00-13.30: Mathias Lindholm, Stockholm University:
Prediction of future mortality
- 13.35-14.05: Kjersti Aas, Norwegian Computing Centre:
Credit scoring using deep learning and how to explain predictions from black-box models
- 14.10-14.40: Salla Franzén, SEB:
Some interesting research-related questions in financial services
- 15.00-15.30: Moritz Schauer, Chalmers/Gothenburg University:
Volatility learning under microstructure noise
- 15.35-16.05: Tobias Rydén, Stockholm University and Lynx Asset Management:
Aspects of machine learning in asset management
- 16.10-16.40: Erik Lindström, Lund University:
Fourier method for valuation of options under parameter and state uncertainty