项目作者: gosuddin

项目描述 :
ML Coursework focused on solving Computational Finance and Risk Assessment models
高级语言: Jupyter Notebook
项目地址: git://github.com/gosuddin/machine-learning-for-finance.git
创建时间: 2017-10-21T01:04:22Z
项目社区:https://github.com/gosuddin/machine-learning-for-finance

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cfrm-521 machine-learning-for-finance

A Machine Learning Course focused on solving problems from Computational Finance models such as portfolio assessment, risk assessment, predicting stock prices. (Tex and Julia)

HW1 - Regression, penalties and convex optimization

HW2 - Validation

HW3 - Matrix Factorization and SVD

HW4 - State Space Models