Machine Learning in Finance

2 Credits

A hands-on course on applications of cutting-edge machine learning methods to financial modeling. It builds on the Financial Analytics class to introduce students to a wide variety of machine learning techniques ranging from lasso regression to deep learning and TensorFlow. The course provides the basic ideas and intuition behind these methods, a more formal understanding of how and why they work, and opportunities to experiment with machine-learning algorithms and apply them to big data modeling in finance. It will use the Python programming language, Google Colab environment, and machine learning packages.