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
EPFL > CDM > SFI > SFI-SM

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

EPFL > CDM > CDM-IF > IF-ENS

EPFL > VPA-AVP-PGE > AVP-PGE-EDOC > EDFI-ENS

EPFL > CDM > CDM-IF > IF-GE

EPFL > CDM > CDM-DIR > CDM-DI

Web site:  Web site:  https://www.epfl.ch/schools/cdm/

EPFL > CDM > CDM-DIR > CF-CDM

Web site:  Web site:  https://www.epfl.ch/schools/cdm/

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Students

Kuznetsov Boris, Matera Giuseppe, Schwab Johannes,

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.

Big Data and Machine Learning for Financial Economics