New Opportunities in Mathematical Finance and Economics From the Application of Machine Learning and Alternative Data

Prof Weinan E

Princeton University

About the Speaker

Weinan E received his Ph.D. from UCLA in 1989. After being a visiting member at the Courant Institute of NYU and the Institute for Advanced Study at Princeton, he joined the faculty at NYU in 1994. He is now a professor of mathematics at Princeton University, a position he has held since 1999. Weinan E's work centers around multi-scale modeling and machine learning. Most recently he has been working on integrating machine learning and physical modeling to solve problems in traditional areas of science and engineering, such as molecular dynamics, PDEs, control theory, etc. Weinan E is the recipient of the SIAM R. E. Kleinman Prize, von Karman Prize and the ICIAM Collatz Prize. He is a member of the Chinese Academy of Sciences, a fellow of the American Mathematical Society, a SIAM fellow and a fellow of the Institute of Physics.

Research Seminar Abstract

(1) Solving high dimensional Black-Scholes type of equations using deep learning.

(2) Using alternative data and new machine learning methods to better analyze and predict the state of the economy.