ORIE 5260

Last Updated

  • Schedule of Classes - June 15, 2016 6:14PM EDT
  • Course Catalog - June 9, 2016 6:15PM EDT

ORIE 5260
Machine Learning for Finance

Course information provided by the Courses of Study 2015-2016.

This course covers machine learning algorithms with an eye for applications in finance. Topics include logistic regression, linear and quadratic discriminant analysis, k-nearest neighbors, linear regression, ridge regression, lasso, cross-validation, support vector machines, principal component analysis, k-means, hierarchical clustering, regression trees, and classification trees.  Implementation in R and Python will be heavily emphasized via a series of multi-faceted programming assignments.

When Offered Spring.

Permission Note Enrollment is limited to: Financial Engineering M.Eng. students in Manhattan, NY.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 4 Credits Graded

  • 18484 ORIE 5260   LEC 001

  • Taught in New York City.

    Department Consent Required (Add)