FA 691 Deep Learning for Finance

This course focuses on neural network models and their applications to finance. Building on fundamental statistical learning theory, the course covers advanced topics in deep learning and big-data analytics for classification and prediction. 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.

Credits

1.5

Prerequisite

FA 590

Distribution

School of Business

Typically Offered Periods

Fall Semester Spring Semester Summer Semester