This course surveys applications of machine learning techniques to various types of financial datasets. This course starts with financial data structure and features, then introduces deep learning and advanced supervised learning techniques. We will examine several machine learning applications in pricing, hedging, and portfolio management. Advanced methods for clustering and classification such as support vector machine and unsupervised learning will be introduced. Reinforcement learning and its connection with optimal control will be discussed. Text data will be introduced and analyzed using text mining techniques. Machine learning techniques will be applied to asset allocation. Strategy back-testing and strategy risk will also be discussed. (This course is reserved for students enrolled in the Graduate Certificate in Financial Technology.)

Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.