Machine Learning in Finance
An advanced course on deep learning and generative AI, and how they are used in the finance industry.
Building on the foundations of statistical learning, Machine Learning covers the architectures behind modern AI: convolutional neural networks, recurrent networks and LSTMs, and the attention mechanism at the heart of the Transformer, with dedicated sessions on their applications in financial prediction and natural language processing.
The final module turns to generative AI. Students study how large language models work and how to use them effectively (prompting, retrieval-augmented generation, and fine-tuning) before examining LLM agents and agentic workflows and their growing role in financial decision-making.
Course schedule & slides
Lecture slides open on GitHub and can be downloaded from there.
01Foundations
| Week | Topic | Slides |
|---|---|---|
| 1 | Introduction to Machine Learning | Slides ↗ |
| 2 | Review of Statistical Learning | Slides ↗ |
| 3 | Neural Network Basics | Slides ↗ |
02Computer Vision
| Week | Topic | Slides |
|---|---|---|
| 4 | Convolutional Neural Networks | Slides ↗ |
| 5 | CNN Applications in Finance | Slides ↗ |
Textbooks
Dive into Deep Learning
Aston Zhang, Zach C. Lipton, Mu Li, and Alex J. Smola
Cambridge University Press, 2023
Visit website →