Machine learning in finance

Ects : 3
Compétence à acquérir :
Be able to implement a whole machine learning pipeline in Python. From key features (data cleaning, cross-validation..) to machine learning models implementation (linear regression, tree-based techniques, neural networks...).

Description du contenu de l'enseignement :
From key features (data cleaning, cross-validation..) to machine learning models implementation (linear regression, tree-based techniques, neural networks..).
To provide students with an introduction to supervised machine learning and its applications to finance.