/machine-learning-for-finance

ML Coursework focused on solving Computational Finance and Risk Assessment models

Primary LanguageJupyter Notebook

cfrm-521 machine-learning-for-finance

A Machine Learning Course focused on solving problems from Computational Finance models such as portfolio assessment, risk assessment, predicting stock prices. (Tex and Julia)

HW1 - Regression, penalties and convex optimization

HW2 - Validation

HW3 - Matrix Factorization and SVD

HW4 - State Space Models