The aim of this course is to provide students with the ability to apply machine learning methods on financial data. The focus is on the use of machine learning algorithms in areas such as data analytics, forecasting, portfolio optimization and risk analysis in financial markets.

This course is an applied program that uses machine learning techniques to solve problems related to financial markets. Major topics such as financial time series, credit risk analysis, portfolio optimization and fraud detection are covered. Data preprocessing, modeling, visualization and interpretation skills are acquired using the Python programming language. Practical examples with real data sets and a comprehensive project presentation is expected at the end of the semester.