You are here

CFRM 521 A: Machine Learning For Finance

Meeting Time: 
MW 12:00pm - 1:50pm
Location: 
CDH 101
SLN: 
23421
Joint Sections: 
CFRM 521 B
Instructor:
Aleksandr Aravkin
Aleksandr Aravkin
Catalog Description: 
Introduces the fundamentals of machine learning techniques with applications to finance. Focuses on assessing, organizing, and analyzing financial data, and learning the analytical tools and numerical schemes in machine learning to perform statistical analysis on financial data. Develop practical financial tools such as trading rules and risk indicators. Prerequisite: CFRM 502 or equivalent, which may be taken concurrently; programming skills in R or MATLAB.
Credits: 
4.0
Status: 
Active
Last updated: 
November 14, 2017 - 9:20pm
Share