Module 4 - Data Science & Machine Learning l

Row Content

Text

In module four, you will be introduced to the latest data science and machine learning techniques used in finance. Starting with a comprehensive overview of the topic, you will learn essential mathematical tools followed by a deep dive into the topic of supervised learning, including regression methods, k-nearest neighbors, support vector machines, ensemble methods and many more

Row Content

Accordion Heading

An Introduction to Machine Learning l

Accordion Content

Text

  • What is mathematical modeling?
  • Classic tools
  • How is machine learning different?
  • Principal techniques for machine learning

Accordion Heading

An Introduction to Machine Learning II

Accordion Content

Text

  • Common Machine Learning Jargon
  • Intro to Supervised Learning techniques
  • Intro to Unsupervised Learning techniques 
  • Intro Reinforcement Learning techniques

Accordion Heading

Math toolbox for Machine Learning I

Accordion Content

Text

  • Maximum Likelihood Estimation
  • Cost/Loss Function
  • Gradient Descent
  • Bias and Variance
  • Lagrange Multipliers

Accordion Heading

Supervised Learning I – Regression Methods

Accordion Content

Text

  • Linear Regression 
  • Penalized Regressions: Lasso, Ridge and Elastic Net 
  • Logistic, Softmax Regression
  • Applications in Finance

Accordion Heading

Supervised Learning II

Accordion Content

Text

  • K Nearest Neighbors
  • Naïve Bayes Classifier
  • Support Vector Machines
  • Applications in Finance

Accordion Heading

Supervised Learning III

Accordion Content

Text

  • Decision trees
  • Ensemble Models – Bagging and Boosting
  • Applications in Finance

Accordion Heading

Machine Learning Lab I

Accordion Content

Text

  • Supervised Learning implementation
  • Python - Scikit Learn
  • Financial Examples & Exercises

Row Content

Message Text

Lecture order and content may occasionally change due to circumstances beyond our control; however this will never affect the quality of the program.

Row Content

Equities & Currencies
Data Science & Machine Learning ll