Dear colleagues,

We are pleased to announce that the PhD course in Economics and Finance of the University of Verona will host a series of seminars by Prof. Josef Teichmann (ETH).

Title. Mathematics of new technologies in Finance: Analytic and Stochastic Methods for generative AI with some applications to Finance and machine learning

Abstract. The analytic and stochastic theory for Langevin dynamics in view of generative AI is introduced and generalized towards hypo-elliptic diffusions. Some examples for scenario generation are included.

Program:

Lecture 1: Foundations of universal approximation theory (3 hours)
Lecture 2: Generalized Langevin dynamics on manifolds (3 hours)
Lecture 3: Generative AI via time reversed Langevin dynamics (3 hours)
Lecture 4: Applications in Finance

Timetable:

December, 3 (room SMS.03, floor -1):

14.30 - 16.00 Lecture 1
16.00 - 16.30 Break
16.30 - 18.00 Lecture 1

December, 4 (room SMS.03, floor -1):
9.00 - 10.30 Lecture 2
10.30 - 11.00 Break
11.00 - 12.30 Lecture 2

14.30 - 16.00 Lecture 3
16.00 - 16.30 Break
16.30 - 18.00 Lecture 3

December, 5 (room Vaona, floor 1):
9.00 - 10.30 Lecture 4
10.30 - 11.00 Break
11.00 - 12.30 Lecture 4

Lectures will take place at the Department of Economics, located in Ex-Caserma Santa Marta, Via Cantarane 24, Verona.

Here the Zoom link to attend the lectures remotely:

https://univr.zoom.us/j/83283477827
ID riunione: 832 8347 7827

Please feel free to share it with interested participants.

Looking forward to your participation.

Best regards,
Athena Picarelli

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Athena Picarelli

Professor

Coordinator of the PhD program in Economics and Finance

Dipartimento di Scienze Economiche

Università di Verona

Polo Santa Marta, Verona.