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Machine Learning for Finance Workshop
Examine how machine learning can be used in financial research, with an emphasis on validation, baselines, and noisy data.
Prerequisites: Python and pandas experience; familiarity with time-based validation, feature construction, and basic regression or classification
- Financial prediction targets and feature construction
- Regularized and tree-based models
- Simple baselines and time-ordered validation
- Leakage, overfitting, class imbalance, and model instability
- Predictive accuracy and trading performance