ECO482H1

Machine Learning Applications in Macroeconomic Finance

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.