### FIN-E0308 - Quantitative Finance and Machine Learning Applications, 13.01.2021-22.02.2021

Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

#### LEARNING OUTCOMES

By the end of the course students, students will be familiar with basic quantitative methods used for analyzing financial data and the empirical asset pricing literature; be able to implement those skills in the context of potential applications for portfolio construction using a programming language. Also, students will be faimiliar with basic concepts of machine learning and its applications to quantitative finance.

Credits: 6

Schedule: 13.01.2021 - 22.02.2021

Teacher in charge (valid 01.08.2020-31.07.2022): Sean Shin

Teacher in charge (applies in this implementation): Sean Shin

Contact information for the course (applies in this implementation):

CEFR level (applies in this implementation):

Language of instruction and studies (valid 01.08.2020-31.07.2022):

Teaching language: English

Languages of study attainment: English

##### Content
• Valid 01.08.2020-31.07.2022:

This course covers basic quantitative skills for analyzing financial data. This course also reviews basic academic papers related to empirical topics, such as behaviors of securities prices relative to the benchmark asset pricing models.

Details of assignments will be provided by the lecturer through MyCourses.

##### Assessment Methods and Criteria
• Valid 01.08.2020-31.07.2022:

The final grade (0 5 scale) is based on total points (max 100 points); combining assignments (50 %) and exam (50 %) points. To pass the course, you have to get at least 40% of exam points, i.e. 20 points. Conditional on that, your final grade is based on the following scale:

90 x 100: Final grade = 5
80 x<90: Final grade = 4
70 x<80: Final grade = 3
60 x<70: Final grade = 2
50 x<60: Final grade = 1
0 x<50: Final grade = 0, Fail

• Valid 01.08.2020-31.07.2022:

Classroom hours 24h
Class preparation 40h
Assignments/projects 60h
Preparing Exam 34h
Exam 2h

Total 160h (6 op)

#### DETAILS

##### Study Material
• Valid 01.08.2020-31.07.2022:

Readings, slides, and other materials will be provided by the lecturer through MyCourses.

##### Substitutes for Courses
• Valid 01.08.2020-31.07.2022:

Substitutes a course 28E35600 Quantitative Finance

##### Prerequisites
• Valid 01.08.2020-31.07.2022:

Rahoituksen perusteet or Principles of Corporate Financial Management,

Investment Management (28C00300) and Econometrics for Finance (28C00200), or equivalent courses.

##### SDG: Sustainable Development Goals

1 No Poverty

8 Decent Work and Economic Growth