Workshop / Overview

Finance Practitioners and Machine Learners eager to learn ML techniques in Finance and Implementation of ML projects in Finance.

09:00 - 10:30 | PART 1
Quantitative Finance

  • Review Quantitative Finance
  • Alternative data

Machine Learning Modeling

  • Mathematics of Machine Learning
  • Machine Learning Modeling Framework

10:45 - 12:00 | PART 2
Supervised Learning: Classification

  • Logistic Regression and Softmax Regression
  • SVM's and CART's

Ensembles

  • Boosting and Bagging: Random Forests
  • AdaBoost + XG Boost

12:00 - 13:00 | LUNCH BREAK

13:00 - 14:30 | PART 3
Supervised Learning: Regression

  • Modern Linear Regression
  • Non-Linear Regression
  • Neural Networks
  • Deep Neural Networks

14:30 - 16:00 | PART 4
Supervised Learning: Deep Learning

  • Mathematics of Deep Learning
  • Deep Learning Architectures

Reinforcement Learning Natural language Processing

  • Sentiment analysis - NLTK

16:00 - 17:30 | PRACTICAL
Python and Exercises

Workshop / Outcome

Mathematics + Python + Applications

Workshop / Difficulty

Beginner level

Workshop / Prerequisites

  • laptop with Python installed

Track / Co-organizers

Miquel Noguer Alonso

Professor, Columbia University

AMLD EPFL 2019 / Workshops

TensorFlow Basics 2019 – Saturday

With Bartek Wołowiec, Megan Ruthven, Ruslan Habalov & Andreas Steiner

09:00-16:30 January 26

Document Digitization Challenge

With Mihai Gurban & Raquel Terrés Cristofani

09:00-16:30 January 262A

TensorFlow Basics 2019 – Sunday

With Bartek Wołowiec, Megan Ruthven, Ruslan Habalov & Andreas Steiner

09:00-16:30 January 274ABC

AMLD / Global partners