Skip to main content
Back to Resources
MF 850

Deep Learning and Statistical Learning

Offered Fall 2026

An advanced course connecting statistical and machine learning with the numerical methods used to price and hedge financial derivatives. Students examine cross-validation, dimensionality reduction, and clustering alongside neural networks and random forests, together with simulation, optimization, and stochastic models that incorporate jumps.

Level
Graduate
Department
Questrom
Credits
3
Prerequisites
Mathematical Finance students only

Instructors

  1. Max ReppenFinance · Questrom School of Business

Last verified: October 3, 2026

Suggest a correction