BFF5555 Financial machine learning

This unit introduces machine learning methods and applications in finance. It first provides an overview of machine learning as a statistical learning approach in contrast to traditional statistical analyses. The unit then covers principal categories of machine learning namely supervised learning, unsupervised learning and reinforcement learning. Techniques covered vary but may include K nearest neighbours, K mean clustering, principal component analysis and neural networks. Coming to the unit with a functional background in Python, you will learn to implement and evaluate these techniques in finance applications using Python.