Calendar
DataScience@BI seminar with Fred Espen Benth
DataScience@BI invites Professor of Data Science Fred Espen Benth to give a talk on "Finance-informed learning and pricing of energy derivatives".
Tuesday
03
November
- Starts:12:00, 3 November 2026
- Ends:13:00, 3 November 2026
- Location:BI - campus Oslo, B3 inner area next to meeting room B3i-108
- Enrolment deadline:03.11.2026 11:00
- Contact:Siri Johnsen (siri.johnsen@bi.no)
Abstract:
We discuss pricing of options in energy markets using neural networks combined with financial no-arbitrage theory. The neural networks are naturally posed in function space, and we present a universal approximation theorem.
The DataScience@BI seminar is organised by the Department of Data Science and Analytics, BI Norwegian Business School.
Visit our website to read more about the Department of Data Science and Analytics.