Machine Learning in Finance

Catalog description

This course will introduce the students to a wide variety of algorithms that are used in machine learning applications for Finance. Students will code a few algorithms completely and learn to use software packages that implement others. The course will discuss financial applications of neural networks, decision trees, naïve Bayes classifier, support vector classification, support vector machines, feature selection and random forests, deep learning, and others. Instruction and assignments will use the R and Python programming ecosystems. Students will be exposed to financial applications of Machine Learning at scale using the Keras and TensorFlow libraries. Throughout the course, special attention will be given to applications of these algorithms to Finance.