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Welcome to the course

Welcome to the course

Welcome to this course, “An Introduction to Machine Learning in Quantitative Finance”, from the course leaders, Professor Hao Ni, Dr Camilo Garcia Trillos and Dr Alex Tse of University College London and Dr Weiguan Wang of Shanghai University.

This video highlights the key contents covered in this introductory course, including an overview of machine learning (ML) in quantitative finance, supervised learning methods and examplar applications in finance.

In the next four weeks, you will learn about

  • a high-level picture of the new landscape of quantitative finance resulting from machine learning advancement (Week 1).
  • supervised learning method, including the general framework, linear regression (Week 2), deep neural networks (Week 3) and recurrent neural networks (Week 4).
  • applications of supervised learning to financial data tasks, such as option pricing and limit order book prediction.
  • Python implementation of linear regression and neural networks using the Keras package.

Introduce our team

The course leaders consist of

  • Professor Hao Ni is based at the Financial Mathematics group, Department of Mathematics, University College London. She is also a Turing Fellow at The Alan Turing Institute.
  • Dr Camilo Garcia Trillos is a lecturer in financial mathematics at University College London.
  • Dr Alex Tse is a lecturer in financial mathematics at University College London.
  • Dr Weiguan Wang is a lecturer in finance at Shanghai University.

Supplementary Resources

  • GitHub repository: We provide the supplementary codes and slides of the course to the GitHub link as follows.

Go to our GitHub repository

  • Slack group: We host the slack group for further discussion on the course and related topics on quantitative finance and ML. Let’s have a vibrant slack community beyond the course.

Go to our Slack group

We highly recommend that you create a GitHub account for homework and join our slack group for further discussion.

We advise you to use a laptop or personal computer to study this course for the best user experience. Wherever the image or video is not readable, consider zooming in or using the full-screen mode.

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An Introduction to Machine Learning in Quantitative Finance

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