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Courses - Fall 2023
Finance Department Site
(Perm Req)
Machine Learning in Finance
Credits: 2
Grad Meth: Reg
Prerequisite: BUFN640.
Restriction: Must be in Business and Management (Master's) program; or permission of BMGT-Robert H. Smith School of Business.
Credit only granted for: BUFN758O or BUFN650.
Formerly: BUFN758O.
A hands-on course on applications of cutting-edge machine learning methods to financial modeling. It builds on the Financial Analytics class to introduce students to a wide variety of machine learning techniques ranging from lasso regression to deep learning and TensorFlow. The course provides the basic ideas and intuition behind these methods, a more formal understanding of how and why they work, and opportunities to experiment with machine-learning algorithms and apply them to big data modeling in finance. It will use the Python programming language, Google Colab environment, and machine learning packages.