MSF6424

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MSF 6424 - Introduction to Machine Learning for Finance (2 Cr.)

Finance (11265) TCSM - Curtis L. Carlson School of Management

Course description

Machine learning methods are now widely used in finance. This class covers fundamental methods. Particular attention will be devoted to the use in asset pricing and credit assessment.

A real project has several steps: 1) data collection, 2) data management, 3) exploratory data analysis, 4) learning and predicting, 5) communicating results. The lectures focus on techniques for step 4. The homework provides hands-on practice including the other steps.

Minimum credits

2

Maximum credits

2

Is this course repeatable?

No

Grading basis

A-F - A-F Grade Basis

Lecture

Requirements

010630

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring