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THIRD SEMESTERlabSem 3

MACHINE LEARNING LAB

CSS 3204

Syllabus

  • 01Data Preprocessing for Financial Data
  • 02Feature Selection for Financial Data
  • 03Linear and Logistic Regression in Financial Trees and Random Forests for Risk Modeling and Credit Scoring
  • 04Clustering Techniques for Market Segmentation
  • 05Principal Component Analysis (PCA) for Portfolio Optimization
  • 06Anomaly Detection in Financial Data Time Series Analysis for Stock Price Prediction
  • 07LSTM and RNN for Financial Time Series Prediction
  • 08Deep Learning for Fraud Detection
  • 09Sentiment Analysis Using NLP for Market Prediction
  • 10Portfolio Optimization using Deep Reinforcement Learning

References

  • Marcos Lopez De Prado, ADVANCES IN FINANCIAL MACHINE LEARNING, John Wiley & Sons, Inc., Hoboken, New Jersey publication, 2018
  • Yves Hilpisch, PYTHON FOR FINANCE MASTERING DATA-DRIVEN FINANCE, O'Reilly Media Publication, Second Edition, 2020
  • Luigi Troiano, Arjun Bhandari, Elena Mejuto Villa, HANDS-ON DEEP LEARNING FOR FINANCE, Packt Publishing Ltd. Publication, 2020
  • Pradeep Singh, FUNDAMENTALS AND METHODS OF MACHINE AND DEEP LEARNING ALGORITHMS, Tools and Applications, Scrivener Publishing LLC, 2022
Credits Structure
0Lecture
0Tutorial
2Practical
1Total