Course

FIN-619: Financial Econometrics and Machine Learning

Summary

This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning tools, including Natural Language Processing.

Official source

https://edu.epfl.ch/coursebook/en/financial-econometrics-and-machine-learning-FIN-619

Moodle Page

http://go.epfl.ch/FIN-619

About this result

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Economics

Microeconomics: Financial economics

Instructor

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