FE 690 Machine Learning in Finance
This course focuses on advanced machine learning models and their applications to finance. Building on fundamental statistical learning theory, the course covers advanced topics in classification, supervised learning, unsupervised learning, latent space models, graphical models, mixture models, online learning, deep learning, and big-data analytics. Learning and building from financial data sets, the lectures will introduce machine learning models in quantitative investing, portfolio management, algorithmic trading, risk management, client-relationship management, and beyond. A final project on related topics is required.