Workshop – Finance and Insurance

The Fin-ML/IVADO Workshop is a one-week practical training in machine learning, applied to concrete problems in finance and insurance. This workshop will consist of theory in the morning, followed by problem-solving workshops in finance and insurance in the afternoon.

The workshop will be held in English. Participants will have to bring their laptops for the practical part, no special installation is required.

Objectives

  • Train professionals in new technologies in data science, machine learning and operations research;
  • Develop an understanding of the challenges and issues of data science applied to a specific field;
  • Learn to use computer tools to solve concrete problems;
  • Foster knowledge sharing and facilitate networking among specialists in a particular field;
  • Encourage interdisciplinary knowledge sharing.

Date and place

The workshop will be held at HEC Montréal (PWC, Côte Ste-Catherine) from March 4 to 8, 2019. A detailed schedule will be available shortly.

Program

Monday, March 4

Introduction to machine learning

Theory (3 h)

1. Introduction

  • Logistic regression and regression: Machine learning vs. statistical approaches

2. Types of learning: supervised, unsupervised and reinforced

3. Good practices: Overlearning

4. Good practices: Cross-validation and experimental design

Tutorial (2h30)

1. Framework presentation : Python, Keras, Pytorch.

2. Some illustrative examples.

Tuesday, March 5

Supervised and unsupervised learning.

Theory (3 h)

1. Introduction : Classification problem

  • Traditional approaches : SVM, Random Forests, etc
  • Modern approaches : neural networks
  • Good practices

2. Introduction : Clustering problem

  • Traditional approaches : K-means
  • Modern approaches : Embeddings

Tutorial (2h30)

1. Keras Tutorial : Data mining in insurance

Wednesday, March 6

Neural networks

Theory (3 h)

1. Introduction : Forecasting problem

2. Multilayered Perceptron

3. Introduction to recurrent neural networks (RNN)

4. Good practices

Tutorial (2h30)

1. Pytorch tutorial : Data mining in finance

Thursday, March 7

Introduction to NLP

Theory (3 h)

1. Text processing

2. Sentiment analysis

  • Application of convolutional neural networks (CNN)

3. Embeddings and anomaly detection

  • Generative models

Tutorial (2h30)

1. Case study: Spam detection and sentiment analysis

Friday, March 8

Reinforcement learning

Theory (3 h)

1. Introduction: learning by reinforcement

  • Q-learning

Tutorial (2h30)

1. Case study: Reinforcement learning in finance

 

Organizers

  • Manuel Morales, Université de Montréal
  • Brian Moore, IVADO
  • Rheia Khalaf, Université de Montréal / IVADO

Registration

This workshop is open exclusively to IVADO members (by invitation only).

REGISTRATION

Contact

For any further questions, do not hesitate to contact us at formations@ivado.ca.