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econ5130's Introduction

Machine Learning in Finance with Python

Author: Ankush Agarwal, University of Glasgow

Units

This introductory course consists of ten units. Each unit corresponds to interactive Jupyter notebooks, which are also available as a static PDF file.

The lecture content is based on the book Machine Learning with Pytorch and Scikit-learn by Sebastian Raschka @rasbt.

Unit Title PDF
1 Basics of machine learning classifiers PDF
2 Machine learning classifiers using scikit-learn PDF
3 Multi-layer Artificial Neural Network PDF
4 Introduction to PyTorch for Neural Networks PDF
5 Recurrent Neural Networks for Modeling Sequential Data PDF
6 Self-Attention in Transformers PDF
7 Transformers in Practice PDF PDF
8 Generative Adversarial Networks for Synthetic Data PDF PDF
9 Decision Trees and Random Forests PDF
10 Ensemble Learning PDF

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