2020-21 Spring - MATH6913J - Reading Course: Data Science Methods in Quantitative Investment

Course

Description

Two related topics: 1) data-driven methods for option hedging and pricing, and 2) factor models for asset pricing based on data mining. The data science methods include regressions and machine learning. Students should seek the course instructor's approval to take this course.
Course period1/02/2130/06/21
Course levelPG
Course formatLecture