FIN 4220 Introduction for Machine Learning for Finance

This course applies machine learning methods to a range of quantitative finance problems such as asset pricing/forecasting and portfolio investment. This course will emphasize both entry-level machine learning foundations and practical implementation in a programming environment (R or Python). It will cover supervised and unsupervised learning, Bayesian reasoning, entry-level empirical asset pricing and penalized regression.

Prerequisite(s): ECON 2110
Credits: 3.0