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"EAA Web session “Deep Learning – Applications in Market Risk and Economic Capital Modelling: Overview on current state-of-the-art techniques”"
25/09/2019 All Day
The aim of this web session is to provide an overview on the powerful tools deep learning techniques are offering in the context of market risk and economic capital modelling as well as asset allocation and actuarial business planning. Therefore, we will provide a short 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. Two case studies (one on the projection of actuarial cash flows and the Solvency II ratio and one on the prediction of economic time series) will illustrate the applications and their possibilities.