Course

FIN-407: Machine learning in finance

Summary

This course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization, return prediction, and textual analysis. A particular focus will be on deep learning and the practical details of applying deep learning models to finance.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/machine-learning-in-finance-FIN-407

Moodle Page

http://go.epfl.ch/FIN-407

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Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/machine-learning-in-finance-FIN-407

Moodle Page

http://go.epfl.ch/FIN-407

About this result

Lectures in this course (9)

Introduction to Financial Markets and Time Series Log in to Mediaspace to watch this video

Introduces financial markets, time series, machine learning applications in finance, and natural language processing.

Supervised Learning in Financial Econometrics Log in to Mediaspace to watch this video

Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.

Supervised Learning: Classification Algorithms Log in to Mediaspace to watch this video

Explores supervised learning in financial econometrics, emphasizing classification algorithms like Naive Bayes and Logistic Regression.

Time Series Models: Autoregressive Processes Log in to Mediaspace to watch this video

Explores time series models, emphasizing autoregressive processes, including white noise, AR(1), and MA(1), among others.

ARCH and GARCH Models Log in to Mediaspace to watch this video

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

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