Curso:
Pós-Graduação em Data Science for Finance
Unidade curricular:
Deep Learning Methods in Finance
Semestre:
Primavera
Número de créditos:
3,5
Número de horas de aula por semana:
0
Objetivos da unidade curricular:
The course will introduce the general concept of Machine Learning and the whole ML process will be fully analyzed.
At the end of the course the students should be able to:
- Apply preprocessing techniques to raw data
- Understand the concepts of cross-validation, train/test split, leave-one-out
- Understand model evaluation metrics
- Apply regression and classification techniques to build predictive models
- Understand the parameters tuning process
- Apply the Machine Learning process to analyze real financial data
Requisitos de frequência:
No requirements, but basic understanding of programming and statistics are expected.
Língua de ensino:
Português. Em caso de existirem alunos ou professores estrangeiros, as aulas serão dadas em Inglês.