en:ddefimafi2022

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en:ddefimafi2022 [2025/07/25 14:01] – [Course metadata] cpoueten:ddefimafi2022 [2026/05/22 15:47] (Version actuelle) – [Course content] cpouet
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   * Language of instruction: English   * Language of instruction: English
   * Coordinator: tba   * Coordinator: tba
-  * Instructor(s): Sébastien Darses (AMU), Ismaïl Akil (Bank of America Merrill Lynch), Abderrahim Ben Jazia (RSM Paris) +  * Instructor(s): Ismaïl Akil (Millenium), Abderrahim Ben Jazia (Meta Modelling), David Thai (position in  a Hedge Fund), Sitraka Forler (Post Luxembourg), Lirone Samoun (smartpush) 
-  * //Last update 04/07/2022 by C. Pouet//+  * //Last update 22/05/2026 by C. Pouet//
  
 ==== Brief description ==== ==== Brief description ====
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 This course unit is divided into four parts: This course unit is divided into four parts:
-  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by Sébastien Darses.+  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by David Thai.
   * ** Volatility models ** (24 hours) taught by Ismaïl Akil.   * ** Volatility models ** (24 hours) taught by Ismaïl Akil.
   * ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia.   * ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia.
-  * ** Data Project: modeling and validation ** (20 hours) taught by tba.+  * ** Data Project: modeling and validation ** (20 hours) taught by Sitraka Forler and Lirone Samoun.
  
 ==== Learning outcomes ==== ==== Learning outcomes ====
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 === Data Project:  modeling and validation === === Data Project:  modeling and validation ===
-tba +  - Projects and models 
 +     * The Bias-Variance tradeoff 
 +     * Feature Selection 
 +     * Feature Engineering 
 +     * Defining a metric 
 +  - Models and applications 
 +    * Regressions (linear, polynomial, penalized and logistic) 
 +    * Decision trees (random forest and gradient boosting) 
 +  - Focus on Natural Language Processing (NLP)  
 ==== Bibliography ==== ==== Bibliography ====
-You can check the availability of the books below at [[https://documentation.centrale-marseille.fr/|Centrale Méditerranée library]].+You can check the availability of the books below at [[https://www.centrale-mediterranee.fr/fr/centredoc|Centrale Méditerranée library]].
  - Stochastic calculus  - Stochastic calculus
     * Evans, L. (2010). An Introduction to Stochastic Differential Equation. American Mathematical Society.     * Evans, L. (2010). An Introduction to Stochastic Differential Equation. American Mathematical Society.
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