This course seeks to provide students with the skills required to apply contemporary machine learning approaches to problems in finance. This requires an understanding of the concepts underpinning modern machine learning approaches, as well as a familiarity with the tools-of-trade, in particular the Python programming language and machine learning frameworks based thereon. Students will also gain an understanding of those factors that differentiate problems in finance from other machine learning domains such as computer vision, natural language processing and anomaly detection.
Students will be able to follow more of the technical exposition if they are familiar with mathematics at the level of MATHS 208 or similar. Prior coding experience is beneficial but not required. Although there is no formal requirement for prior academic exposure to finance, a practical understanding of finance as it applies to markets, firms and individuals is assumed.