- Financial technology (Fintech) is a broad category that refers to the innovative use of technology in the design and delivery of financial services and products. - While many technology innovations play important parts in revolutionizing financial services, this course focuses on deep learning (DL) and its applications in FinTech. - DL is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts with a deep representation of many layers. - In this course, we hope to demonstrate how DL can be applied to achieve superior predictive performance in FinTech applications.

In this course, we will first provide an overview of how deep learning revolutionizes the financial industry. We will then provide basics for machine learning (ML) and DL. Finally, we will provide several case studies on how to apply ML/DL to solve real-world FinTech problems. Students are expected to learn how to apply ML/DL algorithms in FinTech applications via completing programming homework and final project.

Machine learning - Capable of using Python packages (e.g., numpy, pandas, scikit-learn) to process data - Capable of using Pytorch to construct/test regular deep models - Capable of understanding and modifying the source code of advanced models Math - Calculus; Linear Algebra

1. Deep Learning by Ian Goodfellow, Yoshua Bengio, Aaron Courville 2. Advances in Financial Machine Learning by Lopez de Prado, MarcosDesignated Reading