Big Data and Machine Learning for Financial Economics

• Announcements (Forum)

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• Intro to ML (File)
• Random Matrix Theory slides (File)

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• Homework 1 (File)

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• Homework 2 (File)

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• Third homework on RMT (Assignment)

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• Kernels (File)
• Video Recording of the Lecture (URL)
• Kernels Homework 1 (File)

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• Slides: Advanced Kernels (File)
• Neural Tangent Kernel (File)

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• Kernel Homework 2 (File)
• Asset Pricing via ML (File)
• US Stock Market Data (URL)

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• NTK and Asset Pricing Homework (File)

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