FM5323

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FM 5323 - Data Science and Machine Learning in Finance (3 Cr.)

School of Mathematics (11133) TIOT - College of Science and Engineering

Course description

This course introduces the basic principles underlying Data Science and Machine Learning, focusing on their applications in finance. Topics include: understanding data, EDA, various types of Machine Learning problems (e.g. classification, regression, recommendation, etc.), various algorithmic approaches (GLMs, Trees, Neural Networks, etc.), model selection, limitations of ML models, and issues in their implementations.

Minimum credits

3

Maximum credits

3

Is this course repeatable?

No

Grading basis

OPT - Student Option

Lecture

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Fall