Course Description
This course aims to demonstrate how to approach financial data with machine learning algorithms. Due to the “unpredictable” nature of the data, straightforward fitting machine learning to “predict something in the future” will inevitably fail and lead to capital losses. The approach and toolkit shown in the course will help the economy and financial experts to build better and more reliable systems and will work as a shortcut for data science experts who never worked in the finance field before. In both cases, it will introduce to the students’ exceptional financial methods that are rarely discussed in classic machine learning materials which will broaden the mental models and applied toolkits.Course tools
- General Python scientific computing stack (NumPy, pandas, scipy, scikit-learn)
Prerequisites
- Intermediate applied mathematics skills
- Intermediate scientific computing skills
- A moderate understanding of financial markets is welcomed, but not necessary