MSF6424: Introduction to Machine Learning for Finance

Machine learning methods are now widely used in finance. This class covers fundamental methods. Particular attention will be devoted to the use in asset pricing and credit assessment. A real project has several steps: 1) data collection, 2) data management, 3) exploratory data analysis, 4) learning and predicting, 5) communicating results. The lectures focus on techniques for step 4. The homework provides hands-on practice including the other steps.

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