Semyon Malamud

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semyon.malamud@epfl.ch +41 21 693 01 37

Birth date: 12.05.1980

EPFL CDM SFI SFI-SM
EXTRA 213 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne

Web site:  Web site:  https://www.epfl.ch/labs/sfi-sm/

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Teaching & PhD

Teaching

Financial engineering

Courses

Machine learning in finance

This course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging. A particular focus will be on deep learning and the practical details of applying deep learning models to financial data.

Asset Pricing (2011 - 2024)

(Coursebook not yet approved by the section)

Machine Learning in Finance (EDOC)

(Coursebook not yet approved by the section)