FA690 Machine Learning in Finance

Week 2: Review of Statistical Learning

Regression, Classification, Cross-Validation, Model Evaluation

Week 3: Neural Network Basics

Fundamentals of Neural Networks, Optimization, Forward and Backward Propagation

Week 4: Convolutional Neural Network

CNN Architecture, Filters, Pooling Layers

Week 5: CNN Applications

Satellite Image Analysis, Stock Price Movement Prediction

Week 6: NLP and Word Embedding

Text Processing, Word2Vec, GloVe

Week 7: RNN and LSTM

Sequence Modeling, Time Series Analysis

Week 8: Attention Mechanism and Transformer

Self-Attention, Transformer Architecture, BERT, GPT

Week 9: NLP Applications

Sentiment Analysis, Financial Text Embedding, Readability,

Week 10: GenAI Introduction

LLMs Training, RLHF, LLM Security

Week 11: Use of LLMs

Prompt Engineering, Supervised Fine-tuning, Retriever-Augmented Generation

Week 12: LLM Agents and Agent Workflows

LLM Agent, Agentic Workflow, Practical Use Cases