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Risk, Artificial Intelligence and Discrete Geometry

ci

Quick-start

  • git clone the repository and cd into the root directory.
  • For the exercise Jupyter notebooks

Workshop topics

Slides are built as part of the repo's ci-cd pipeline, and be found under releases. See e.g. the v2022.1.1 release.

Artificial intelligence for risk management

Examples and exercises

Discrete geometry for risk

Examples and exercises: graphical models, probability polytopes, and simpson's paradox

Correlation and causality

Examples and exercises

Risk and Artificial Intelligence in practice

Grading scheme for University of Ljubljana Masters in Mathematical Finance

The number of points for a correct solution for each exercise brings is equal to $2^{\mathrm{number,of,stars}}$. For a grade of 8 you have to get at least 6 points, for grade 9 at least 7 points and for 10 at least 8 points.

You have to solve one problem from each of the four sets of problems unless you solved one of the problems with three stars.

Relate python packages

In the exercise notebooks and requirements.txt you see which python packages I used in creating and solving the exercises, though this list is far from exhaustive. Below are some (additional) python packages that may be useful

Graph visualization

Bayesian networks, causal inference

Releases

Process of creating a new workshop release

If the release is for a new workshop year, then first manually change the version in the code-base to <new-year>.0.0. This release need not be a tagged release, as it is the same as the final release of the previous workshop in an earlier year.

Once an initial release has been created for a new workshop, create subsequent tagged releases by using bump2version.

Release history

Note: I do not follow Semantic Versioning for this project. For the first digit (in semver, major), I use the year of the target workshop, and for the last (in semver patch), I increment when a chunk of work is done towards giving the workshop. The middle digit (in semver, minor) stays on 0 until I give the workshop, when it bumps to 1. Fixes to the given workshop get reflected in the patch versions yyyy.1.<patch-version>.

Latest

  • Update python versions run in ci (drop 3.6, add higher versions)
  • Add escaping of model-selection-notebook correlation tex table columns
  • Fix latex color theme name for Ubuntu
  • Update github action versions for checkout and setup-python
  • Remove tox, as it duplicated the ci-cd matrix strategy

v2022.1.2

Replace slide publishing workaround with instructions on accessing compiled slides under releases.

Remove (now deprecated) static example ATE result in correlation-causality slides.

Remove RY in release process overview

v2022.1.1

  • Fix typos in discrete geometry slides, including definition of d-separation
  • Fix hit-rate average treatment effect results in slides
  • Add ci / cd release step to make ci / cd slide artifacts publicly available

v2022.1.0

Refactor introduction and concluding lectures, as well as their exercises

Add simpson's paradox content and exercises to the discrete geometry lecture

Add ci tests of package and notebooks for mac and windows (latest) operating systems

v2022.0.2

Add github actions workflow for automated testing, with unit, notebook-run and latex-slides-build

Add github actions job for continuous delivery of slide artifacts

Add example of model selection pipeline for artificial credit scoring data

v2022.0.1

Add initial exercises and methods for Simpson's paradox.

v2020-02-uni-lj

Created prior to the above versioning scheme, workshop at University of Ljublana in February, 2020.

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Lecture material and sample code for the workshop "Risk, Artificial Intelligence and Discrete Geometry" at the University of Ljubljana

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