About the Course

This course will cover all of the key, need to know areas of machine learning using a quantitative approach.

Across the two days, attendees will hear presentations from a variety of experts in the field.

Day one will cover the latest trends in machine learning and its application to quantitative finance, risk and related areas such as big data. Focus will then turn to machine learning models including supervised and unsupervised learning, and machine learning in banking, risk management and modelling.

Day two of the course will cover a range of topics including big data and machine learning, multi-period portfolio optimization and construction and machine learning for trading.