Deep Learning Applications to Financial Modelling

Deep Learning Applications to Financial Modelling

PRMIA Poland Chapter: Neural Networks and t-SNE dimensionality reduction in the context of MTPL Insurance Pricing and its potential usage in banking default prediction.

 

Date:
October 15, 2019


Time:
18:00- 19:30 CET

 
Location:
Credit Suisse Office
Pereca 1 (near Rondo ONZ)
Warsaw, Poland



Agenda  
 
     
Finalyse consultant, Marino San Lorenzo, will present two Deep Learning techniques which have started to gain popularity in the Insurance industry.  His presentation is based on the paper published by Ronald Richman who scooped the Best Paper award by the Actuarial Society of Southern Africa. Marino’s talk will cover the most important aspects of developing such a model, and you will have an opportunity to discuss all mathematical details and pragmatic aspects after the presentation. Moreover, Marino will present a transposition of that model into the banking sector to predict default events. Last but not least, you will have a chance to discuss Deep Learning and Machine Learning with a practitioner who participated in numerous data science competitions.



Registration

This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member

 
When
10/15/2019 12:00 PM - 1:30 PM
Where
Credit Suisse Office Pereca 1 (near Rondo ONZ) WARSAW POLAND
 

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