Semyon Malamud
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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Awards
Best discussant award at the 14th Annual Conference in Financial Economic Research
2017
INQUIRE joint seminar prize
2015
Teaching & PhD
PhD Students
Past EPFL PhD Students
Yuan Zhang (2018), Teng Andrea Xu (2024)
Courses
Big Data and Machine Learning for Financial Economics
FIN-622
This class is an introduction to Machine Learning and High-Dimensional Statistics in Finance. We start with a purely empirical approach, focusing first on high-dimensional regressions, then moving to kernel methods and deep learning, and then studying equilibrium implications.
Machine learning in finance
FIN-407
This course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization, return prediction, and textual analysis. A particular focus will be on deep learning and the practical details of applying deep learning models to finance.