Fiches de cours

Machine learning for finance

FIN-418

Enseignant(s) :

Ackerer Damien Edouard

Langue:

English

Remarque

MA3 only

Summary

The objective of this course is to introduce machine learning techniques for financial applications such as derivatives pricing, model calibration, portfolio allocation and hedging, investment decision, and risk-management. The course focuses on neural network models with Tensorflow and Keras.

Content

Machine Learning

Applications

 

Keywords

Machine learning, data analytics, financial derivatives, risk-management, portfolio strategy, textual analysis

Learning Prerequisites

Recommended courses

 

Important concepts to start the course

 

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Lectures and programming sessions

Assessment methods

Supervision

Office hours No
Assistants No
Forum Yes
Others Sykpe call

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
8-9     
9-10     
10-11     
11-12     
12-13     
13-14EXTRANEF126    
14-15    
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand