Machine Learning in Financial Risk Management D
TU-E2231 • 3-6 op • Ruth-Johanna Cleopatra Kaila, Eljas Mikko Tuomaanpoika Toepfer
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Työmäärä
Sisältö
Financial Risk Management with Machine Learning. Data analysis: Financial data structures, labeling, data weights.Modeling: supervised and unsupervised methods (regression, classification, PCA, clustering, Bayesian methods), deep learning, NLP; Backtesting.
Osaamistavoitteet
This course complements the content of TU-E2211 Financial Risk Management with Derivatives 1. After the 3 cr. version of the course, the student is able to apply the most common machine learning methods to financial problems and to test the accuracy of the analysis. In addition, the student knows how to prepare financial data for analysis and how to avoid the typical problems related to machine learning in finance. Additionally, after the 5 cr. course, the student is able to design and complete a small project in machine learning with financial data.
Esitiedot
Recommended prerequisites: TU-E2211 Financial Risk Management 1 or Basic course in Finance, Basic course in Python
Työmäärä
lectures, weekly exercises, assignment
Arviointimenetelmät
weekly exercises and assignment