Singapore University of Social Sciences

Machine Learning, Deep Learning and Applications in Finance

Machine Learning, Deep Learning and Applications in Finance (FIN525)

Applications Open: 01 October 2020

Applications Close: 01 December 2020

Next Available Intake: January 2021

Course Types: Modular Graduate Course, SkillsFuture Series

Language: English

Duration: 6 months

Fees: To be confirmed

Area of Interest: Finance

Schemes: Lifelong Learning Credit (L2C)

Funding: SkillsFuture

School/Department: School of Business


Synopsis

FIN525 Machine Learning, Deep Learning and Applications in Finance aims to equip thestudents with model constructing and programming skills so that they can have a goodunderstanding of the trending machine learning (ML) and deep learning (DL) techniques usedin the financial industries. It introduces the concepts as well as fundamentals of classicalgorithms and models in machine learning and deep learning. During the course, variousfinancial data types and applications will be covered. It will help the students learn differentmachine learning and deep learning approaches in the financial context and gain experienceapplying the models to different financial data types and applications through multiple hands-ondemonstrations and exercises using Python.

Level: 5
Credit Units: 5
Presentation Pattern: Every January

Topics

  • Understanding ML & DL
  • Fundamentals of classic ML models such as k-means, logistic regression, support vector machine (SVM)
  • Fundamentals of classic DL models such as Artificial Neural Network (ANN) and Convolutional Neural Network (CNN)
  • Introduction to different finance data types (e.g. time series data, cross-sectional data, and texts)
  • Framework of ML & DL Application in Finance
  • Risk analysis and forecasts using predictive modelling
  • Stock market prediction using multilayer neural network architecture
  • Textual analysis adopted in annual reports, media news and white papers
  • Sentiment analysis and topic modelling in Python
  • Portfolio analysis by machine learning
  • Python programming for machine learning
  • Python programming for deep learning

Learning Outcome

  • Assess various ML & DL models
  • Appraise the importance and application scenarios of ML and DL frameworks
  • Design ML and DL models to tackle financial issues and analyse model performance
  • Construct and implement deep learning and machine learning models in different financial practices
  • Compose sentiment analysis on textual data
  • Develop the programming skills used to model ML and DL applications in finance
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