Course details
Machine learning applied to financial data
MATH 60610A
Using financial data, either structured (yields, prices, etc.) or unstructured (texts), students will become familiar with machine learning approaches, textual analysis, the use of filters to extract unobservable variables, as well as issues related to high frequency data.
Themes covered
Machine learning methods
Textual analysis
Linear and non-linear filters
High-frequency data
Important notes
Course in French : MATH 60610
The PhD course MATH 80631A is now a MSc course
Course code
MATH 60610A
Subject
Mathématiques
Program
Maîtrise en gestion (M. Sc.)
Location
Côte-des-Neiges
Instruction mode
On-site learning
Credits
3