This course aims to give a general introduction to the application of machine learning techniques to finance. These techniques have become extremely popular due to the increase in available data sources and in computing power. The information contained in these data is relevant to many areas of finance, but traditional financial econometrics methods have difficulties tackling the “big data” challenge. This course will review these traditional techniques to emphasize their limitations, and will detail how machine learning methods can be used to overcome these limitations.
- Teacher: Elise Marie Gourier
- Assistant: Federico Baldi Lanfranchi
