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

+41 21 693 01 37
+41 21 693 24 66
Office:  EXTRA 213
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EPFL > VPA-AVP-PGE > AVP-PGE-EDOC > EDFI-ENS

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Students

Kuznetsov Boris, Matera Giuseppe,

Past EPFL PhD Students

Blatt Julien Arsène , Hapnes Erik , Petrov Evgeny , Praz Rémy , Xu Teng Andrea , Zhang Yuan ,

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.

Machine Learning in Finance (EDOC)

This class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibrium models.