Applied Quantitative Finance and Machine Learning

This course is about how to lift the veil of an insider's industry. Students learn how quantitative finance is applied in practice and utilized by the world's largest investment banks, asset management firms, hedge funds, pension plans, and insurance companies. All these repeatedly and consistently generate billions in profits. This course covers the four major pillars of quantitative finance: data management and analytics, quantitative investment strategies, portfolio management, and risk management. We address cutting-edge machine learning and artificial intelligence (AI) techniques in quantitative finance and describe essential industry domain knowledge and techniques which help students to enter the field of quantitative finance or advance in their current role.