TU-E2231 — Machine Learning in Financial Risk Management

This course complements the content of TU-E2211 Financial Risk Management with Derivatives 1. After the 3 cr. version of the course, the student is able to apply the most common machine learning methods to financial problems and to test the accuracy of the analysis. In addition, the student knows how to prepare financial data for analysis and how to avoid the typical problems related to machine learning in finance.

Additionally, after the 5 cr. course, the student is able to design and complete a small project in machine learning with financial data.

Remember to register to the course in SISU!