Skip to content

ML Coursework focused on solving Computational Finance and Risk Assessment models

Notifications You must be signed in to change notification settings

gosuddin/machine-learning-for-finance

Folders and files

NameName
Last commit message
Last commit date

Latest commit

0d73557 · Nov 22, 2017

History

8 Commits
Oct 21, 2017
Nov 22, 2017
Nov 22, 2017
Nov 22, 2017

Repository files navigation

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