Finance Practitioners and Machine Learners will learn ML techniques in Finance and Implementation of ML projects in Finance. We will cover the most relevant ML and AI Algorithms.

An excellent blend of mathematics, financial intuition and Python to learn Machine and Artificial Intelligence in Finance.

Miquel Noguer Alonso:

Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer Alonso: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management, he is currently Head of Development at Global AI ( Big Data Artificial Intelligence in Finance company ) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director.for the last 10 years. He worked as a Chief Investment Office and CIO for Andbank from 2000 to 2006.

He is professor of Big Data in Finace at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).

Quantitative Finance

• Review Quantitative Finance
• Alternative data

Machine Learning Modeling

• Intro
• Mathematics of Machine Learning
• Machine Learning Modeling Framework
• Performance Metrics
• Model Selection
• Variable Selection
• Model Trade-Offs

Supervised Learning: Classification

• Logistic and Softmax Regression
• Decision Trees
• Naïve Bayes
• Support Vector Machines
• Linear and Quadratic Discriminant Analysis

Ensembles

• Definitions
• Bagging and Boosting
• Random Forest
• Adaboost, Xg Boost

Supervised Learning: Regressions

• Linear Regression
• Modern Linear regressions
• Non linear Regressions
• Neural Networks

Unsupervised Learning

• Clustering
• PCA

Deep Learning

• Deep Learning definitions
• Recurrent Neural Networks
• Auto-Encoders
• Long Short Term Memory Networks

Reinforcement Learning

• Reinforcement Learning Definitions
• Inverse Reinforcement Learning

Natural Language Processing

• NLP definitions
• Sentiment Analysis
• NLTK

Applications

• Interest Rate Modeling
• Stock Picking
• Credit Applications
• Option Pricing
• High Frequency Trading

Python Notebooks