Financial Machine Learning

MSDS 451-DL Financial Engineering.

This course introduces quantitative finance and methods for assessing the value of financial instruments. Students learn about asset price dynamics, volatility, and prediction. They model and analyze financial time series. They study principles of asset management, evaluating portfolio risks, returns, and market performance. A term project involves developing an algorithmic trading program for an actively managed fund. This case study course requires active participation in class discussions. Recommended prior courses: (1) MSDS 413-DL Time Series Analysis and Forecasting and (2) MSDS 454-DL Applied Probability and Simulation Modeling. Prerequisites: (1) MSDS 420-DL Database Systems or CIS 417 Database Systems Design and Implementation and (2) MSDS 422-DL Practical Machine Learning or CIS 435 Practical Data Science Using Machine Learning.

Python is the primary language in this course. Students benefit by taking the Python Learning Studio and MSDS 430 Python for Data Science prior to taking this course.

Back to main page for Analytics and Modeling.