Machine Learning in Finance

Catalog description

Students will learn modern developments in machine learning and how these apply to finance. This course will give students the necessary vocabulary and technical expertise to participate in modern financial machine learning projects. The application of machine learning to asset management is highlighted throughout the course. Examples include trading strategies, weight optimization, and risk management. | Prerequisites: ( MA-UY 1124 or MATH-UA 122 or MATH-UA 132 ) and ( MA-UY 1044 or MA-UY 2034 or MATH-UA 140 or MATH-UA 148 ) and ( MA-UY 2224 or MATH-UA 185 ). Corequisites: FIN-UY 2203 or MG-UY 3214