The CIMPA School Ordered Sturctures with Applications in Finance and Machine Learning is scheduled to take place from June 16-28, 2024 at the University of Carthage‘s IPEST campus.
The CIMPA School aims to foster multidisciplinary collaboration by promoting interactions between the various specialties offered. To achieve this, the school will focus on two key areas: mathematical finance and stochastic calculus, as well as machine learning. These two fields will be approached from the perspective of ordered structures, which are inherently multidisciplinary and have applications in logic, algebra, functional analysis, and computer science, as well as in finance, economics, and machine learning.
The school will offer courses on probability theory and stochastic computations in vector lattices and Banach lattices, as well as courses on machine learning and its applications in finance. Machine learning has become a crucial area of research in recent decades, and it has become increasingly important for the scientific community of vector lattices and Banach lattices to engage with it. In fact, recent research has suggested that ordered lattices could be a promising avenue for high-dimensional optimization in machine learning.
To emphasize the practical aspects of these topics, the afternoons of the school will be dedicated to tutorial and practical sessions, with morning sessions being plenary and taking place in the IPEST amphitheater. The afternoon sessions will be in small groups with a maximum of 20 participants to facilitate interactive learning and practical work.
The list of courses
- Conditional expectation in classical case and Riesz Spaces
- Pre-order in financial mathematics
- Python training
- Markov and Martingales
- Basic Techniques in Banach Lattices
- Fundamental theorems of asset pricing without friction
- Reinforcement learning
- Information theory in Riesz Spaces
- Applications of ML in management of electrical nteworks
- Applications of ML in management of Fraud Detection
The conferences
- Machine Learning in the banking System (Conference).
- Machine Learning in Insurance (Conference).
Member of the teaching team
Emmanuel LEPINETTE
Institution: Université Paris Dauphine
Position: Associate Professor
Email address: emmanuel.lepinette@ceremade.dauphine.fr
Pedro TRADACETE
Institution: ICMAT, Madrid
Position: Researcher
Email address: pedro.tradacete@icmat.es
Bruce A. WATSON
Institution: University of the Witwatersrand
Position: Professor
Email address: Bruce.Watson@wits.ac.za
Asma BEN RJEB
Institution: Université of Carthage
Position: Assistant professor
Email address: asmabenrjab1992@gmail.com
Dorsaf CHÉRIF
Institution: Université de Carthage
Position: Assistant professor
Email address: dorsaf.cherif@fst.utm.tn
Marwa MASMOUDI
Institution: Université de Carthage
Position: Assistant professor
Email address: marwa.masmoudi@ipein.u-carthage.tn
Amal OMRANI
Institution: Université de Monastir
Position: Assistant professor
Email address: amal.omrani@fst.utm.tn
Wen-Chi KUO
Institution: University of the Witwatersrand
Position: Senior Lecturer
Email address: Wen.Kuo@wits.ac.za
Meriem ELMANSOUR
Institution: Université Paris Dauphine-Tunis
Position: Assistant professor
Email address: elmansour@ceremade.dauphine.fr
Gael COLLINET
Institution: Holberton School
Position: Associate Professor
Email address: collinet.g@gmail.com
Ignacio VILLANUEVA
Institution: Universidad Complutense de Madrid
Position: Professor
Email address: ignaciov@mat.ucm.es
Yuri KABANOV
Gender: Male
Institution: Université de Franche-Comté
Position: Professor
Email address: youri.kabanov@univ-fcomte.fr
Enrique A. SÁNCHEZ-PÉREZ
Institution: Universidad Politécnica de Valencia
Position: Professor
Email address: easancpe@mat.upv.es
Jonathan HOMANN
Institution: North West University
Position: Postdoc
Email address: jmhomann@gmail.com
Ahlem KAABI
Institution: Holberton School
Position: Enseignant
Email address: Ahlem.kaabi@holbertonschool.com