Currículo
Financial Forecasting FF
Contextos
Groupo: Finance > 2º Ciclo > Parte Escolar > Unidades Curriculares Obrigatórias
ECTS
6.0 (para cálculo da média)
Objectivos
By the end of this course, the students should be able to understand and deploy a diverse set of statistical and machine learning techniques for the analysis of different types of data, and particularly financial data.
Programa
Introduction to forecasting with machine learning. Linear models and regularization. Logistic regression. k-nearest neighbors. Decision trees. Naive Bayes methods. Support vector machines. Ensemble methods. Neural networks and deep learning. Unsupervised learning methods. Big Data projects.
Método de Avaliação
Written exam.
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 0.0
Carga Total -
Bibliografia
Principal
- An Introduction to Statistical Learning: Trevor Hastie, Robert Tibshirani, Jerome Friedman 2021 2nd edition, Springer
- Deep Learning with Python: François Chollet 2017 1st edition, Manning Publications
- Hands-on Machine Learning with Scikit-Learn & TensorFlow: Aurelien Geron 2019 2nd edition, O'Reilly
Secundária
- The Elements of Statistical Learning: Trevor Hastie, Robert Tibshirani, Jerome Friedman 2009 2nd edition, Springer