Deep Learning in Quantitative Finance

Course Description

"Deep Learning in Quantitative Finance" is an innovative and comprehensive course that bridges the gap between cutting-edge machine learning techniques and their practical applications in the financial sector. This course, developed by IVADO and Fin-ML, offers a unique opportunity to explore how deep learning and advanced analytics are revolutionizing financial, banking, and insurance industries.

What Students Will Learn

• Recognize appropriate use cases for machine learning models in financial contexts
• Apply best practices of machine learning and deep learning in finance
• Identify and understand specialized deep network architectures for solving financial problems, including:
  • Graph neural networks in financial markets
  • Reinforcement learning for portfolio optimization
  • Information extraction techniques for ESG metrics

Prerequisites

• Intermediate knowledge of mathematics
• Programming skills (preferably in Python)
• Basic understanding of machine learning concepts (helpful but not required)

Course Content

• Review of machine learning and deep learning applications in finance
• Neural network architectures on graphs for financial markets and bitcoin transactions
• Portfolio design using reinforcement learning
• Natural Language Processing for information extraction from financial disclosures
• ESG and sustainable finance applications
• Real-world examples and case studies from industry experts

Target Audience

• Industry professionals in finance, banking, and insurance
• Academics interested in applied machine learning
• Graduate students in data science and quantitative finance
• Anyone interested in AI applications in the financial sector

Real-World Applications

• Enhance financial market analysis using graph neural networks
• Optimize investment portfolios with reinforcement learning techniques
• Extract valuable information from financial disclosures for ESG evaluation
• Implement advanced machine learning models in various financial applications
• Stay competitive in the rapidly evolving field of quantitative finance

Syllabus

This course offers a unique blend of theoretical knowledge and practical applications, taught by six international experts from both academia and industry. By enrolling, you'll gain invaluable insights into the cutting-edge technologies shaping the future of finance, positioning yourself at the forefront of this rapidly evolving field.