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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Event: Big Data and Machine Learning in Finance Conference

 

Event: Big Data and Machine Learning in Finance Conference

 

The conference “Big Data and Machine Learning in Finance“  was organized by the IRTG 1792,  the British Retail Consortium, COST, FinTech and the Politecnico di Milano. The conference took place on 10.06.2021- 11.06.2021 via Zoom. The guests were several academicians with diverse backgrounds as well as representatives of the financial industry. The invited speakers were Tomaso Aste (UCL), Emanuele Borgonovo (Università Bocconi), Tucker Balch (JP Morgan AI research), Juri Marcucci (Bank of Italy) and Georgios Sermpinis (Adam Smith Business School, University of Glasgow).

Professor Wolfgang Karl Härdle from the IRTG 1792 was part of the scientific committee.

 

More informations can be found on the following website:

https://www.mate.polimi.it/fintech/