Data Science for Finance
You will gain a broad overview of Data Science applied to Finance, banking and insurance related problems by exploring algorithms, concepts and methods that will enable students to explore and exploit financial data.
You will grasp the intuition behind all the quantitative techniques covered by the course. You will also come to master a selected topic amongst those covered in class. Refer to the syllabus for more details.
The level intended for this class is suited for graduate studies. You should feel at ease or should be eager to apply probabilistic modeling and machine learning algorithms in order to solve financial related problems.
Each week will consist of self-paced studying of material readily made available, combining text, pre-recorded videos, and exercises. There will also be a live session virtual Classroom, every Thursday from 2:00PM-4:00PM EST, for the duration of the course.
Upon successful completion of the course, you will be able to:
correctly map all the techniques adopted in quantitative finance onto a unified theoretical framework, appreciating the interconnections, and gaining a fresh perspective on the known techniques;
avoid the most common pitfalls in data science applied to finance.