Deep Dive: AI + Finance

Curated to help students engage in specialized learning of how AI is transforming financial markets. Students get a chance to build real world, impactful group projects in the field of AI and finance.

Program structure

Weeks 1 to 2

Introduction to fundamental concepts in AI and finance.

Weeks 3 to 5

Receive an introduction to key topics iIntroduction to key topics in AI and finance, including exploratory data analysis, regressions, convolutional neural networks, and more.

Weeks 6 to 10

Deep dive into advanced topics like optimization, factor models, NLP, sentiment analysis, and more.

Program Details

This program is conducted entirely online!

Profile Slider

AI + Finance Curriculum

1

Session 1

Theory Lecture

Financial instruments, stocks, bonds, and derivatives

Code Walk-Through

Data accessibility and time series

Hands-on Session

Work on problem sets in groups

2

Session 2

Theory Lecture

Principles of finance, risk and reward

Code Walk-Through

VaR, drawdown, sharpe ratio, and normality

Hands-on Session

Work on problem sets in groups

3

Session 3

Theory Lecture

Efficient frontier, Markowitz optimization, CAPM, and sharpe

Code Walk-Through

Developing the efficient frontier

Hands-on Session

Work on problem sets in small groups

4

Session 4

Theory Lecture

Random walks and Monte Carlo simulations

Code Walk-Through

Simulations of stock returns

Hands-on Session

Work on problem sets in small groups

5

Session 5

Theory Lecture

Risk management, exposure, hedging, and validation

Code Walk-Through

Graphical networks

Hands-on Session

Work on problem sets in groups

6

Session 6

Theory Lecture

Factor Models + Fama French

Code Walk-Through

Deploying factor model signals

Hands-on Session

Begin project work in small groups

7

Session 7

Theory Lecture

Universe selection and clustering

Code Walk-Through

Clustering, ridge, and LASSO for universe selection

Hands-on Session

Create the baseline model for the project in small groups

8

Session 8

Theory Lecture

NLP and sentiment analysis

Code Walk-Through

Trend filtering, sentiment scores, and corpus processing

Hands-on Session

Create the advanced model for the project in small groups

9

Session 9

Theory Lecture

Downsides of AI in finance & ethics in AI

Code Walk-Through

Work on final presentations in small groups

Hands-on Session: Small Group

Project work: Final Presentation

10

Session 1

Theory Lecture

Presentations

Code Walk-Through

Presentations

Hands-on Session

Closing Ceremony