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EAA Seminar: Deep Learning–Applications in Market Risk and Economic Capital Modelling: Deep dive
November 11-12, 2019 All Day
The main purpose of the seminar is for the participants to learn which applications deep learning techniques offer in the context of market risk, economic capital modelling, asset allocation and actuarial business planning. Therefore, we will provide an introduction into the wider deep learning framework and then focus on key techniques, tools and ingredients which are particularly useful for the context of market risk and economic capital modelling as well as asset allocation and actuarial business planning. Participants will also learn about the requirements for the successful application of these techniques and their boundaries. The seminar will be highly practical; all major applications presented in the seminar will be followed by hands-on sessions where the participants will be able to implement the techniques under supervision and apply them to data sets.