This is some of the material I covered last year for my course of "Big Data Applications in Finance". The course cover nine topics. Topics are the following:
- Introduction to the module an MatlabWeek
- Introduction to Machine LearningWeek
- Credit risk models
- Penalised regressions
- Asset Management I
- Asset Management II
- Text as data and Sparse portfolios
- Unsupervised learningWeek
- Large-scale learning
Together with the slides you will find some tutorials in Matlab (I know, next year will be Python :)). I also include an assignment which may be used to test the understanding of the coding.
Enjoy the material
Daniele