ORIE 5260

Last Updated

  • Schedule of Classes - June 18, 2017 7:14PM EDT
  • Course Catalog - June 14, 2017 7:15PM EDT

ORIE 5260
Machine Learning for Finance

Course information provided by the Courses of Study 2016-2017.

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 limited to: Financial Engineering M.Eng. students in Manhattan, NY.

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Syllabi: none

  •   Regular Academic Session. 

  • 4 Credits Graded

  • 13093 ORIE 5260   LEC 001

  • Taught in NYC.

    Department Consent Required (Add)