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Course

FIN-619: Financial Econometrics and Machine Learning

Summary

This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning tools, including Natural Language Processing.

Lectures

Instructors (2)

Eric Jondeau

Michael Rockinger

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-and-machine-learning-FIN-619

Moodle Page

http://go.epfl.ch/FIN-619

About this result

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Summary

Lectures

Instructors (2)

Eric Jondeau

Michael Rockinger

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-and-machine-learning-FIN-619

Moodle Page

http://go.epfl.ch/FIN-619

About this result

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Economics

Microeconomics: Financial economics

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