Description
In this course, you will :
- Discover how machine learning can be applied in finance.
- Investigate some stock data and prepare it for use by machine learning algorithms.
- Learn how to use tree-based machine learning models to forecast stock price movements in the future, as well as how to use forest-based machine learning methods for regression and feature selection.
- Learn how to normalise and scale data before using it in KNN and neural network methods.
- Then, we'll look at how to use KNN and neural network regression to forecast a stock's price in the future (or any other regression problem).
- Learn how to plot and find optimal stock portfolios using modern portfolio theory (MPT) and the Sharpe ratio.
Syllabus :
- Preparing data and a linear model
- Machine learning tree methods
- Neural networks and KNN
- Machine learning with modern portfolio theory