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Financial Machine Learning / Neural Networks and Deep Learning

Overview

Every method in Topic 5 achieved non-linearity either by partitioning feature space geometrically (margins) or by fixing a similarity function up front (kernels). Neural networks take a third route: stack layers of simple, adjustable non-linear units, and let gradient-based optimisation learn the feature representation jointly with the final prediction, rather than designing or fixing it in advance. This topic builds that machinery at the level a classical-ML course needs — architecture, the training algorithm, practical stabilisation techniques, and a first look at convolutional, recurrent, and attention-based priors — while deliberately stopping at survey depth for frontier material. Deeper architecture labs and generative modelling live in the Neural Networks and AI unit.

In this lesson

  1. Learning objectives
  2. Contents
  3. The big picture

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