Semyon Malamud
EPFL CDM SFI SFI-SM
EXTRA 213 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne
+41 21 693 24 66
+41 21 693 01 37
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
Johannes Schwab, Onur Demiray, Giuseppe Matera
Past EPFL PhD Students
Rémy Praz, Evgeny Petrov, Yuan Zhang, Julien Arsène Blatt, Erik Hapnes, Teng Andrea Xu, Boris Kuznetsov
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 purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibrium models.
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.