Statistical Methods in Finance 2023

                                

The StatFin2023 "Machine Learning in Finance" Workshop aims to provide participants exposure to the Principles, Techniques and Tools of Machine Learning including their applications to quantitative finance.

Date and Venue

19-20 Dec, 2023
Chennai Mathematical Institute

Who Can Apply?

• PhD students, Post-doctoral researchers and faculty in mathematics, statistics, business, economics and physics.
• Participants from the industry are encouraged to apply with a paper to be considered for presentation in the contributed paper sessions.
• Bachelors and Masters students can apply as well, provided at least one full course on Statistics is taken by the student.

Prerequisites

Some basic computing knowledge (and coding experience in some language like R/Python) is recommended. Basic concepts of statistics, probability, linear algebra and high School calculus will be very helpful. Creative thinking, learnability and "can do" attitude is extremely important.

Participants will be doing hands-on projects with Python.

Resouce Person:

• Ananya Lahiri, IIT Tirupati
• Sourish Das, CMI
• Kanika Saha, SAI University
• Murugeswari, CMI
• Priyavrat Deshpande, CMI

Language & Platform:

• Python
• R/R-Studio
• GitHub

Indian Standard Time (IST)	19th Dec, 2023 Workshop Day 1
10:00 - 11:15	Random Walk with R. By Sourish
11:15 - 11:30	Tea
11:30- 12:45	Capital Asset Pricing with Monte Carlo Simulation By Sourish
12:45-14:00	Lunch
14:00 - 15:15	Option Pricing with Monte Carlo Simulation By Sourish
15:15-15:30	Tea
15:30-16:45	Option Pricing with Machine Learning By Sourish
	Dec 20, 2023 Workshop Day 2
10:00-11:15	Modelling Probability of Default using Python By Kanika
11:15-11:30	Tea
11:30-12:45	Reinforcement Learning By Murugeswari
12:45-14:00	Lunch
14:00-15:15	Topological Data Analysis By Priyavrat
15:15-15:30	Tea
15:30-16:45	Landscape of Machine Learning in Finance Sourish

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