AI AND MACHINE LEARNING FOR FINANCE - 162010-ENG

The course aims at providing the knowledge of cutting-edge AI and machine learning (ML) tools for modeling financial data defined in high-dimensional spaces and characterised by non-linear relationships. In particular, the objective of the considered methods is the automatic detection of patterns in the data (i.e. to “learn” from data) by taking into account the specific peculiarities of financial data. The estimated models can then be used by the analysts and investors to take decisions and choose investment strategies under uncertain and risky conditions.

At the end of the course the student will gain the ability to:
a) understand and explain the main machine learning and deep learning techniques;
b) choose and apply the appropriate modeling tool, in the class of ML methods, for the analysis of financial data;
c) use free the open-source software R and/or Python for performing data analysis and visualization and implementing ML models;
d) assess the performance of the implemented predictive methods and interpret all the available results in a decision making perspective.