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UCL University - An Introduction to Machine Learning in Quantitative Finance 

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An Introduction to Machine Learning in Quantitative Finance
 at 
FutureLearn 
Overview

Discover how machine learning can be used to solve financial data problems and create informative insights and predictions.

Duration

4 weeks

Total fee

27,884

Mode of learning

Online

Credential

Certificate

An Introduction to Machine Learning in Quantitative Finance
 at 
FutureLearn 
Highlights

  • Earn your certificate from UCL (University College London
    Your course educators are faculty members of the financial mathematics group at the UCL and Shanghai University
Details Icon

An Introduction to Machine Learning in Quantitative Finance
 at 
FutureLearn 
Course details

Skills you will learn
More about this course
  • This four-week course from University College London will demystify machine learning by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data
  • Supervised learning is a category of machine learning that uses algorithms to classify data and create predictions
  • Learners will be provided with an overview of supervised learning, as well as linear and non-linear regression with regularisation and classification
  • This will enable learner to learn other new supervised learning algorithms in a systematic manner
  • Huge datasets are incredibly common in the financial sector, and present a significant challenge to researchers and analysts
  • On this course, learners will familiarise themselves with neural networks and understand how deep learning can be used to analyse large datasets and create accurate financial predictions
  • At the end of the course, learners will put their learning into practice by tackling an empirical financial data problem using machine learning end-to-end
  • With the help of their extensive research and experience, learners will be empowered to solve real-world financial challenges through the application of modern machine learning methods
Read more

An Introduction to Machine Learning in Quantitative Finance
 at 
FutureLearn 
Curriculum

Introduction to the course

Welcome to the course

What is Machine Learning?

Quantitative Finance

Next generation of talents in Quantitative Finance

End of Week 1

Supervised Learning in financial applications

Welcome to Week 2

Linear Regression

Regularization

Classification

End of Week 2

Learning derivative pricing via Deep Neural Networks

Introduction to Week 3

Deep Neural Networks (DNNs)

Training DNNs

Applications of DNNs to derivative pricing

End of Week 3

Limit order book prediction via Recurrent Neural Networks

Introduction to Week 4

Recurrent Neural Networks

Limit order book prediction

End and next step

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An Introduction to Machine Learning in Quantitative Finance
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