ML_in_Finance

Quantitative methods in finance

Portfolio Management

Portfolio optimization, efficient frontier construction and the capital market line

Time Series Analysis and Forecasting

• Time series: components, stationarity, & autocorrelations
• Autoregressive Moving Average (ARMA) family of models
• ARCH and GARCH models
• Vector Autoregressive (VAR) models and Granger causality

Machine Learning in Finance

• Supervised Learning: Logistic Regressions, KNN, SVM & Evaluation metrics for supervised ML models
• Supervised Learning: Decision Trees, Bagging (Random Forest & Extra Trees), Boosting (AdaBoost & Gradient Boosting)
• Unsupervised Learning: clustering (K-Means & DBSCAN), PCA & Evaluation metrics for unsupervised ML models
• Textual Analysis of the captions of news on companies, the sentiment on the general public and the effect on company stock price