MSF6424: Introduction to Machine Learning for Finance
2 Credits
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.