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Searched for: 1 subject found.
15.C51 Modeling with Machine Learning: Financial Technology
(New)(
); second half of term
Prereq: 6.C51
Units: 3-0-3
Credit cannot also be received for 15.C01
Begins Mar 30. Lecture: W EVE (4-7 PM) (E62-276) Recitation: F1 (E51-345)
Building on core material in 6.C51, explores applications of machine learning techniques to solve problems in modern finance. Provides an introduction to financial models that balance risk and reward, along with machine learning tools to uncover and analyze financial regularities. Applications include valuation, credit analysis, proprietary trading and hedge-fund strategies, portfolio management, market structure, risk management and stress testing, natural language processing, and personal finance. Students cannot receive credit without completion of 6.C51.
A. Lo, P. Mende
No textbook information available
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