AI & Machine Learning for Finance

The Bias-Variance Tradeoff

Lesson 2 · 8m

Assessing Model Accuracy

Lesson 3 · 8m

Framing Quant Problems as Supervised Learning

Lesson 4 · 8m

Simple Linear Regression and Least Squares

Lesson 11 · 8m

Multiple Regression in Matrix Form

Lesson 12 · 8m

Alpha and Beta: The CAPM Regression

Lesson 13 · 8m

Factor Models and Idiosyncratic Risk

Lesson 14 · 8m

Logistic Regression and the Probability of Default

Lesson 21 · 8m

LDA, QDA, and Naive Bayes

Lesson 22 · 8m

Structural Credit Models: Distance to Default and Moody's EDF

Lesson 23 · 8m

Evaluating Default Classifiers: ROC, AUC, and Thresholds

Lesson 24 · 8m

Cross-Validation: Estimating Test Error Honestly

Lesson 31 · 8m

The Bootstrap and Its Limits in Finance

Lesson 32 · 8m

Subset Selection, Ridge, and the Lasso

Lesson 33 · 8m

Backtest Overfitting and the Deflated Sharpe Ratio

Lesson 34 · 8m

Beyond Straight Lines: Splines and GAMs

Lesson 41 · 8m

Decision Trees: Greedy Splits and Their Instability

Lesson 42 · 8m

Bagging and Random Forests: Averaging Away Variance

Lesson 43 · 8m

Boosting: Learning Slowly on Residuals

Lesson 44 · 8m

Separating Hyperplanes and the Maximal Margin

Lesson 51 · 8m

Soft Margins: The Support Vector Classifier

Lesson 52 · 8m

The Kernel Trick: Nonlinear Boundaries from Inner Products

Lesson 53 · 8m

SVMs on the Trading Desk: Direction, Credit, and Limits

Lesson 54 · 8m

Neural Networks: Anatomy of a Single Layer

Lesson 61 · 8m

Training Networks: Gradient Descent and Backpropagation

Lesson 62 · 8m

Regularizing Networks: Dropout, Early Stopping, Weight Decay

Lesson 63 · 8m

Sequence Models: RNNs, Attention, and Deep Hedging

Lesson 64 · 8m

Censored Data, Survival and Hazard Functions

Lesson 71 · 8m

The Kaplan-Meier Estimator and the Log-Rank Test

Lesson 72 · 8m

Cox Proportional Hazards and Hazard Ratios

Lesson 73 · 8m

Modeling Time to Default: Survival in Production Credit

Lesson 74 · 8m

PCA: Level, Slope, Curvature

Lesson 81 · 8m

Clustering Assets and Trading Days

Lesson 82 · 8m

Detecting Market Regimes

Lesson 83 · 8m

Eigen-Portfolios and Denoising Risk

Lesson 84 · 8m

The Multiple Testing Problem

Lesson 91 · 8m

The Factor Zoo and P-Hacking

Lesson 92 · 8m

Attention: Queries, Keys, Values

Lesson 93 · 8m

LLMs in Finance: Uses and Limits

Lesson 94 · 8m

Linear Regression & Alpha/Beta

Lesson 96 · 8m

Classification & Credit Risk

Lesson 97 · 8m

Resampling & Model Selection

Lesson 98 · 8m

Moving Beyond Linearity

Lesson 99 · 8m

Tree-Based Methods

Lesson 100 · 8m

Support Vector Machines

Lesson 101 · 8m

Deep Learning & Transformers in Finance

Lesson 102 · 8m

Unsupervised Learning

Lesson 103 · 8m

Survival Analysis & Multiple Testing

Lesson 104 · 8m