Course

FIN-622: Big Data and Machine Learning for Financial Economics

Summary

This class is an introduction to Machine Learning and High-Dimensional Statistics in Finance. We start with a purely empirical approach, focusing first on high-dimensional regressions, then moving to kernel methods and deep learning, and then studying equilibrium implications.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/big-data-and-machine-learning-for-financial-economics-FIN-622

Moodle Page

http://go.epfl.ch/FIN-622

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Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/big-data-and-machine-learning-for-financial-economics-FIN-622

Moodle Page

http://go.epfl.ch/FIN-622

About this result

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