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

Résumé

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

Séances de cours

Enseignant·e·s

Source officielle

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

Page Moodle

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

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Résumé

Séances de cours

Enseignant·e·s

Source officielle

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

Page Moodle

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

À propos de ce résultat

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