Machine Learning in Finance
09:00-17:30 January 27

Full day
Intermediate level

Details

Finance Practitioners and Machine Learners eager to learn ML techniques in Finance and Implementation of ML projects in Finance.


09:00 - 10:30 | Part 1

Quantitative Finance

  • Review Quantitative Finance
  • Alternative data

Machine Learning Modeling

  • Mathematics of Machine Learning
  • Machine Learning Modeling Framework

10:45 - 12:00 | Part 2

Supervised Learning: Classification

  • Logistic Regression and Softmax Regression
  • SVM's and CART's

Ensembles

  • Boosting and Bagging: Random Forests
  • AdaBoost + XG Boost


12:00 - 13:00 | Lunch Break


13:00 - 14:30 | Part 3

Supervised Learning: Regression

  • Modern Linear Regression
  • Non-Linear Regression
  • Neural Networks
  • Deep Neural Networks

14:30 - 16:00 | Part 4

Supervised Learning: Deep Learning

  • Mathematics of Deep Learning
  • Deep Learning Architectures

Reinforcement Learning Natural language Processing

  • Sentiment analysis - NLTK

16:00 - 17:30 | Practical

Python and Exercises


Outcome

Mathematics + Python + Applications


Prerequisites

  • laptop with Python installed

Organizers

Miquel Noguer Alonso

Professor, Columbia University

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