fwjiang996/ecom151_2020

Material for my MSc course "Big Data Applications in

Big Data Applications in Finance (Course material)

Hi everyone,

This is some of the material I covered last year for my course of "Big Data Applications in Finance". The course cover nine topics. Topics are the following:

1:Introduction to the module an MatlabWeek 2:Introduction to Machine LearningWeek 3:Credit risk models 4:Penalised regressions 5:Asset Management I 6:Asset Management II 7:Text as data and Sparse portfolios 8:Unsupervised learningWeek 9:Large-scale learning

Together with the slides you will find some tutorials in Matlab (I know, next year will be Python :)). I also include an assignment which may be used to test the understanding of the coding.

Enjoy the material

Daniele