Course Description

MFIM 653 PREDICTIVE ALGORITHMS IN FINANCE   3.0 Credit(s)
This course covers a variety of methods used for predicting the behavior of assets, as well as complete portfolios. We will cover traditional methods ranging from the Capital Asset Pricing Model and its offshoots, to Factor Modeling and Portfolio Simulation, as well as more recent innovations under the broad headings of "Machine Learning" or "Artificial Intelligence". Students will learn how modeling future behavior almost always depends critically on analyzing data, as well as hands on techniques for turning that data into reliable hints about what may happen in the future. Prerequisite: Take MFIM-636 MFIM-640
Offered: Late Spring Semester All Years