时间：2019年6月27日(周四)上午10:00-11:00
地点：中北校区理科大楼A1716报告厅
题目：From Generalized linear models to neural networks
报告人：Mario Wüthrich （ETH Zurich）
摘要：
We illustrate how we can smoothly transition from classical statistical models (like generalized linear models GLMs) to neural network architectures. In fact, this transition provides us with a natural blending of the data modeling culture with the algorithmic modeling culture (Leo Breiman, 2001), and it allows us to back-test classical statistical models with neural network features. We illustrate this approach on a car insurance data set.
报告人介绍：
Mario Wüthrich is Professor in the Department of Mathematics at ETH Zurich. He holds a PhD in Mathematics from ETH Zurich (1999). From 2000 to 2005, he held an actuarial position at Winterthur Insurance, Switzerland. He is fully qualified actuary of the Swiss Association of Actuaries, served on the board of the Swiss Association of Actuaries (2006-2018), and is Editor-in-Chief of ASTIN Bulletin.