Topic outline

  • You can choose a 1 credit version, 3 credit version, 5 credit version or 6 credit version of the course. You don't need to know in advance which version you will take. The machine learning assignments of the 5 and 6 credit versions are presented after lecture 4 on Machine Learning. 

    1 credit version:
    lecture diary on 6 lectures, based on the lectures and/or the lecture material. Instructions on the lecture diary will be given after the first lecture. Possible hints for each lecture diary will be given after the corresponding lecture.
    To ensure that the student has understood the technical parts of the lectures, the lecture diary might include very small assignments. The diary is graded Passed/Failed. 

    3 credit version: 
    the 1 credit version (lecture diary) AND
    an essay of 10-12 pages on some of the topics considered during the course. The essay is graded 0-5. Possible topics for the essay are given in the beginning of the course. The list will be completed during the course. 

    5-6 credit version:
    the 3 credit version AND
    personal computational assignment on machine learning with financial data. To do this assignment, knowledge on both programming and finance is needed - this assignment is carried out very individually.
    In addition, it is possible that there will be an opportunity to try a high-frequency trading platform with cryptocurrency data. 

    There will be a hands-on course in Machine Learning and Finance (3 cr) during period IV. It is recommended that the student who need help with Machine learning would now take the 3 credit version explained above (lecture diary and essay) and the hands-on course in Machine Learning and Finance (3 cr) during period IV. Then, more help will be available with the assignment.