The Centre for Applied Mathematics, IIIT Naya Raipur is organizing an Online FDP on Introduction to Financial Mathematics: exploring the machine learning approach for option pricing problems in the stock market from August 19 to 23, 2021.
The International Institute of Information Technology, Naya Raipur or Dr. Shyama Prasad Mukherjee International Institute of Information Technology, Naya Raipur is an autonomous institute of higher education in Naya Raipur, Chhattisgarh, India.
The aim of this workshop is to bring together students, researchers, academicians, and industry persons to share and enhance their knowledge in Financial Mathematics and Machine Learning. The workshop mainly focuses on:
- Fundamentals of Machine Learning
- Data-driven option pricing,
- Single and multi-asset supervised learning,
- Portfolio theory with MATLAB sessions,
- Option pricing theory,
- Numerical methods for option pricing,
- Fractional calculus in finance
- Prof. R. L. Karandikar (Director, CMI)
- Prof. Siddhartha P. Chakrabarty (IIT Guwahati)
- Dr. Mani Mehra (IIT Delhi)
- Dr. Anindya Goswami (IISER Pune)
- Dr. Vivek TIwari (IIIT Naya Raipur)
- Dr. Kuldip Singh Patel, (IIIT-Naya Raipur)
To register for the FDP, click here.
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