FA690 - Course

About the Course

FA690 Machine Learning in Finance is an advanced course that delves into the cutting-edge techniques of machine learning with a specific focus on their applications in finance. Expanding upon foundational statistical learning methods, the course covers deep learning architectures such as convolutional neural networks (CNNs) and recurrent neural networks (RNNs), including long short-term memory (LSTM) networks. The course will also address recent advancements in large language models (LLMs) and their integration into agent workflows and decision-making processes in the finance industry.

Course Schedule

Introduction

Week	Topic	Materials
1	Introduction to Machine Learning	📝 🎙️
2	Review of Statistical Learning	📝 🎙️
3	Neural Networks Basics	📝 🎙️

Computer Vision

Week	Topic	Materials
4	Convolutional Neural Networks	📝 🎙️
5	Computer Vision in Finance	📝 🎙️

Natural Language Processing

Week	Topic	Materials
6	Word Embedding	📝 🎙️
7	Recurrent Neural Networks and Long Short-Term Memory (LSTM)	📝 🎙️
8	Attention Mechanism and Transformer	📝 🎙️
9	Natural Language Processing in Finance	📝 🎙️

Generative AI

Week	Topic	Materials
10	Introduction to Large Language Models	📝 🎙️
11	Prompt Engineering, Retrieval Augmented Generation, and Fine-Tuning	📝 🎙️
12	LLM Agent and Agent Workflow	📝 🎙️