Master’s in Data Science for MIT MicroMaster's Graduates Courses & Curriculum | Northwestern SPS - Northwestern School of Professional Studies

Course Descriptions and Schedule

Please note that course schedules may be amended due to low enrollment, faculty availability, and/or other factors.

MSDS 451-DL : Financial Machine Learning

Description

This course introduces applications of machine learning techniques to finance. Financial data presents special challenges to standard machine learning techniques, engendering significant adaptations. Topics include a basic introduction to finance, nuances of financial features engineering, techniques to avoid various biases during model training, and example applications such as meta-labeling.

Recommended prior course: MSDS 413-DL Time Series Analysis and Forecasting.

Prerequisites: (1) MSDS 420-­DL Database Systems or CIS 417 Database Systems Design and Implementation and (2) MSDS 422-DL Practical Machine Learning or CIS 435 Practical Data Science Using Machine Learning

*Prior to spring 2021, this course was titled Financial and Risk Analytics.