Machine Learning II

Course Number: 46927

Concentration: Statistics / Data Science
Semester(s): Mini 3
Required/Elective: Required
Prerequisite(s): 46921, 46923, 46926

The second in a two-course sequence covering statistical machine learning aimed at quantitative finance. The course further covers methods for regression and classification, along with other advanced topics in statistics and machine learning. Topics will be drawn from boosting and ensemble methods, clustering, mixture models and topic modeling, natural language processing, Markov decision processes and reinforcement learning, and neural networks/deep learning.