CFRM 521 A: Machine Learning for Finance

Spring 2022
Meeting:
MW 10:30am - 12:20pm / LOW 206
SLN:
12015
Section Type:
Lecture
Joint Sections:
CFRM 521 C , CFRM 421 B , CFRM 421 A , CFRM 521 B
Instructor:
Kevin Lu
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:
May 25, 2024 - 7:34 pm