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Mini-conference (web based): Statistical Methods in Insurance and Finance

Tid: Ti 2020-09-15 kl 13.00 - 17.00

Plats: Zoom, contact Tom Britton

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13.00-13.30: Mathias Lindholm, Stockholm University: Prediction of
future mortality

13.35-14.05: Kjersti Aas, Norwegian Computing Center: Credit scoring
using deep learning and how to explain predictions from black-box models

14.10-14.40: Salla Franzén, SEB: Some interesting research-related
questions in financial services


15.00-15.30: Moritz Schauer, Chalmers: Volatility learning under
microstructure noise

15.35-16.05: Tobias Rydén, Stockholm University and Lynx Asset
Management: Aspects of machine learning in asset management

16.10-16.40: Erik Lindström, Lund University: Fourier method for
valuation of options under parameter and state uncertainty

Website: statistikframjandet.se/cramersallskapet/september2020/