ECO482H1: Machine Learning Applications in Macroeconomic Finance

24L/12T

This course introduces students to machine learning concepts and techniques, focusing on applications in macroeconomic finance. In the first part we review supervised and unsupervised machine-learning methods. In the second part, we focus on various questions and topics in macro-finance where the use of machine learning is increasingly common. Hands-on use of these techniques to solve economic problems in macro-finance will prepare students for more advanced machine learning courses.


CSC311H1, STA314H1, ECO481H1 (Special Topics in Economics with Data Analytics: Macroeconomic Finance with Machine Learning Applications), taken in Fall 2022 or Winter 2023.
Social Science
The Physical and Mathematical Universes (5)