Course

FIN-622: Big Data and Machine Learning for Financial Economics

Summary

This class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibrium models.

Official source

https://edu.epfl.ch/coursebook/en/big-data-and-machine-learning-for-financial-economics-FIN-622

Moodle Page

http://go.epfl.ch/FIN-622

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