Mathematics of transfer learning and transfer risk: from medical to financial data analysis



    Department of Systems Engineering and Engineering Management

                       The Chinese University of Hong Kong


Date: Thursday, January 4, 4:30 pm – 5:30 pm

Venue: ERB 906, The Chinese University of Hong Kong

Title:Mathematics of transfer learning and transfer risk: from medical to financial data analysis

Speaker: Prof. Xin Guo, UC Berkeley



Transfer learning is a popular paradigm for utilizing existing knowledge from  previous learning tasks to improve the performance of new ones. In this talk, we will first discuss how our earlier empirical  study of eye disease diagnosis  leads to our current work on the  mathematical framework  of transfer learning.  We will then establish  the feasibility of transfer learning,  and present our analysis of  transfer risk in the context of financial data analysis and portfolio management.


Xin Guo is the Coleman Fung Chair professor at the college of engineering, UC Berkeley. Prior to that, she was an associate professor at the school of ORIE, Cornell University, and a research staff member at the mathematics department of IBM T. J. Watson Research center. Her research interests are in stochastic processes, stochastic controls and games, and mathematics of machine learning, with applications to financial engineering and medical data analysis. She is the co-editor-in-chief for Frontier of Mathematical Finance, and on the editorial board of several leading journals of controls, mathematical finance, and operations research.

Everyone is welcome to attend the talk!

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Thursday, January 4, 2024 - 16:30