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New York University

Fundamentals of Machine Learning in Finance

The course aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) understanding where the problem one faces lands on a general landscape of available ML methods, (2) understanding which particular ML approach(es) would be most appropriate for resolving the problem, and (3) ability to successfully implement a solution, and assess its performance. A learner with some or no previous knowledge of Machine Learning (ML) will get to know main algorithms of Supervised and Unsupervised Learning, and Reinforcement Learning, and will be able to use ML open source Python packages to design, test, and implement ML algorithms in Finance. Fundamentals of Machine Learning in Finance will provide more at-depth view of supervised, unsupervised, and reinforcement learning, and end up in a project on using unsupervised learning for implementing a simple portfolio trading strategy. The course is designed for three categories of students: Practitioners working at financial institutions such as banks, asset management firms or hedge funds Individuals interested in applications of ML for personal day trading Current full-time students pursuing a degree in Finance, Statistics, Computer Science, Mathematics, Physics, Engineering or other related disciplines who want to learn about practical applications of ML in Finance Experience with Python (including numpy, pandas, and IPython/Jupyter notebooks), linear algebra, basic probability theory and basic calculus is necessary to complete assignments in this course.

Status: Financial Services
Status: Supervised Learning
IntermediateCourse18 hours

Featured reviews

AT

5.0Reviewed Aug 9, 2019

Furthered my understanding of how probabilistic models are connected to Machine Learning models. Very happy with the content in this course.

JJ

4.0Reviewed Dec 24, 2018

So far so good. The lecturer refers to projects of which some weren't covered in this course. So a little confusing. Takes lots of googling to finish this course.

LA

5.0Reviewed Jan 6, 2019

Excellent course. I only wish to have had programming assignment with RNN and Hidden Markov Models instead of three assignments on PCA. Although they highlighted a interesting application in finance.

CV

5.0Reviewed Jul 24, 2020

Great class, but don't believe the programming assignment time estimates... takes way longer!

SM

4.0Reviewed Sep 10, 2021

I liked the course, but the bugs in the programming assignments are sometimes unbearable.

AT

5.0Reviewed Sep 2, 2019

Great course which covers both theories as well as practical skills in the real implementations in the financial world.

VV

5.0Reviewed Sep 18, 2019

This is a great course, I strongly recommend. However, the assignments take a while to finish.

AA

4.0Reviewed Jun 27, 2019

Good course with relevant topics, but assignments are not clear sometimes, lack of support with them.

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