Schedule and Venue

Each one-week-long module consists of ca. 15 hours of lectures, workshops, tutorials and project work. All teaching takes place on the South Kensington Campus. Please see the updated location details below.

The schedule for each module is as follows:

Monday

10:00 - 10:30 Registration 

10:30 - 12:00 Welcome Session and Software Check

12:00 - 13:00 Lunch Break

13:00 - 15:00 Lecture (L1, L2)

Tuesday

10:00 - 12:00 Lecture (L3, L4)

12:00 - 13:00 Lunch Break

13:00 - 14:30 Problem Class/Tutorial/Workshop/Project Work (P1)

Wednesday

10:00 - 12:00 Lecture (L5, L6)

12:00 - 13:00 Lunch Break

13:00 - 14:00 Lecture (L7)

14:30  Social activity/Trip

Thursday

10:00 - 12:00 Lecture (L8, L9)

12:00 - 13:00 Lunch Break

13:00 - 14:00 Lecture (L10)

14:00 - 15:30 Problem Class/Tutorial/Workshop/Project Work (P2)

Friday

10:00 - 12:00 Lecture (L11, L12)

12:00 - 13:00 Lunch Break

13:00 - 14:30 Wrap-up Session/Group Challenge/Social Activity

Please note that the schedule above is tentative and subject to minor modifications. 

Location:

All teaching takes place in the Department of Mathematics, Huxley Building, 180 Queen's Gate, London SW7 2AZ

Rooms: 

Module 1 - Introduction to Modern Machine Learning 

On Monday, Tuesday and Friday, the registration and teaching take place in the Clore lecture theatre (Room 213). On Wednesday and Thursday, the teaching takes place in lecture theatre 144.

Module 2: Systematic Trading

The registration and all teaching take place in lecture theatre 144.

Module 3: Machine Learning and Statistics for Time Series Analysis

Monday: Huxley 340 (all day)

Tuesday: 10-12 Huxley 340, 1-2:30 Huxley 144

Wednesday: Huxley 340 (all day)

Thursday: Huxley 213 (Clore) - all day

Friday: Huxley 213 (Clore) - all day