Machine Learning for Finance
Elective course by Matteo Rolle
Head of Sella Financial Markets
Key Points
The course offers a blend of theoretical and practical lectures that introduce
basic concepts in Machine Learning, covering the following topics:
1. Supervised and Unsupervised classical Machine Learning
2. Neural Network and Deep Learning
3. Showcases various applications in the domain of Financial Markets
4. Code examples and exercises will be implemented in Python
The speaker
After completing a MSC in Physics, Matteo worked in Equity Derivatives Algo
Trading in Italy. Later, he moved to London and briefly worked as a Quant in Option
Market Making before joining Lloyds. Matteo spent eight years of his career at Lloyds,
initially working as a CVA/ FVA Quantitative Researcher.
After two years, he returned to trading and specialized
in Capital and Collateral Optimization. Eventually, he headed the XVA, Capital, and
Collateral team during his last two years at Lloyds.
In mid-2020, Matteo moved back to Italy to launch a buyside
trading desk across asset classes at Banca Sella Holding. Currently, Matteo
is responsible for the whole proprietary trading business
in BSH and also directly leads the effort for Machine
Learning in Sella Financial Markets.
Dates and hours (Room: Info 201)
April 15th 10.00-12.00 & 14.00 – 16.00
April 22nd 10.00-12.00 & 14.00 – 16.00
April 24th 10.00-12.00 & 14.00 – 16.00
April 29th 10.00-12.00 & 14.00 – 16.00