Level 1: Machine Learning Institute Certificate in Finance


Dates:

  • Level 1 Starts: Tuesday 1st October 2019

ASSIGNMENTS:

Throughout the programme, candidates work on hands-on assignments designed to illustrate the algorithms studied and to experience first hand the practical challenges involved in the design and successful implementation of machine learning models. The data sets and problems are selected to be representative of the applications encountered in finance.


Introduction: Tuesday 1st October

Welcome to the MLI Faculty:

  • Paul Bilokon: Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas
  • Ivan Zhdankin: Associate, Quantitative Analyst, JP Morgan Chase & Co
  • Adriano Soares Koshiyama: The Alan Turing Institute

Module 1 – Supervised Learning:

In this module, the concepts related to algorithmically learning from data are introduced. The candidates are given an early taste of a supervised machine learning application before going through the fundamental building blocks starting from linear regression and classification models to kernels and the theory underpinning support vector machines and then to the powerful techniques of ensemble learning.

Module 1 Faculty:

  • Adriano Soares Koshiyama: The Alan Turing Institute

The module includes a combination of theoretical and hands-on assignments:

Module 1 Supervised Learning Learning from Data 1-Oct-19
Module 1 Supervised Learning Linear Models 8-Oct-19
Module 1 Supervised Learning Kernel Models 15-Oct-19
Module 1 Supervised Learning Ensemble Learning 22-Oct-19

 

Module 1 includes weekly assignments.


Module 2 – Unsupervised Learning:

An important and challenging type of machine learning problems in finance is learning in the absence of ‘supervision’, or without labelled examples.

In this module, we first introduce the theoretical framework of hidden variable models. This family of models is then used to explore the two important areas of dimensionality reduction and
clustering algorithms.

Module 2 Faculty:

  • Paul Bilokon: Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas
  • Ivan Zhdankin: Associate, Quantitative Analyst, JP Morgan Chase & Co

There are theoretical and applied assignments with financial data sets.

Module 2 Unsupervised Learning Introduction 29-Oct-19
Module 2 Unsupervised Learning Dimensionality Reduction 5-Nov-19
Module 2 Unsupervised Learning Clustering Algorithms 12-Nov-19
Module 2 Unsupervised Learning Applications 19-Nov-19

 

End of Module 2 Assignment.


Module 3 – Practitioners Approach to ML:

This module focuses on the practical challenges faced when deploying machine learning models within a real life context.

Each session in this module covers a specific practical problem and provides the candidates with guidance and insight about the way to approach the various steps within the model development cycle, from data collection and examination to model testing and validation and results interpretation and communication.

Module 3 Faculty:

  • Paul Bilokon: Founder, CEO, Thalesians & Senior Quantitative Consultant, BNP Paribas
  • Ivan Zhdankin: Associate, Quantitative Analyst, JP Morgan Chase & Co
Module 3 Practitioner’s Approach Problem setup and data pipeline 26-Nov-19
Module 3 Practitioner’s Approach Feature Engineering 3-Dec-19
Module 3 Practitioner’s Approach Model tuning 10-Dec-19
Module 3 Practitioner’s Approach Dealing with time series data 17-Dec-19

 

End of Module 3 Assignment.