Lent (Hilary) Term 2021

• Reading and Coding Project on Song et al (2021)
  
  Slides Report
• Joint project with Morgan Stanley Neural network approximation to the SABR option pricing model
  
  (Full Version) Slides (Shorter Version) Slides

Michaelmas Term 2020

• Introduction to SDE and Stochastic Integrals
  
  Slides
• Mathematics of Information Literature Review (Lénaïc Chizat and Francis Bach 2018)
  
  Slides

Parley Ruogu Yang Home


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Teaching
:: (LSE Postgrad Lent Term 2022) ST456 Deep Learning