Case Studies in Machine Learning and Finance

AMS-515-30

Stony Brook University

  • Semester
    Spring 2024
  • Instructor
    Stanislav Uryasev
  • Start Date
    01-22-2024
  • Total Credits
    3
  • Call to Register
    631-632-6175

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You will learn the same curriculum as our on-campus students

The course will cover applications of Quantitative Finance to risk assessment, portfolio management, cash flow matching, securities pricing and other topics. Particular attention will be paid to machine learning approaches, such as neural networks and support vector machines, data collection and analysis, the design and implementation of software. We will study differences between theory and practice in model application, including in-sample and out-of-sample analysis.
Course Area: Statistics
Level: Graduate
Dates: 01-22-2024 - 05-15-2024
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Instructor: Stanislav Uryasev
Local Course ID: 24SP_STB_AMS515_30
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