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390005 SE PhD-AW: Advanced Stochastic Modelling (2020W)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 14.09.2020 09:00 to We 23.09.2020 12:00
- Registration is open from Mo 28.09.2020 09:00 to We 30.09.2020 12:00
- Deregistration possible until Sa 31.10.2020 12:00
Details
max. 24 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 06.10. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 13.10. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 20.10. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 27.10. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 03.11. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 10.11. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 17.11. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 24.11. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 01.12. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 15.12. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 12.01. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 19.01. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Tuesday 26.01. 15:00 - 16:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
Talk
Minimum requirements and assessment criteria
Examination topics
Reading list
will be announced during the course
Association in the course directory
Last modified: Mo 28.09.2020 13:11
- theoretical underpinning for the convergence of stochastic gradient type algorithms for non-convex learning tasks such as training of neural networks;
- neural SDEs
- Signature based models