Machine Learning in Finance

Pierre Brugière ()
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Pierre Brugière: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Abstract: We present the theory of Statistical learning (Supervised and Unsupervised Learning) and some applications in Finance.

Keywords: Vapnik Chervonenkis; SVM; SVR; Supervised Learning; Unsupervised Learning; Ridge Regression; Lasso Regression; XG Boost; Kernel methods; Yield curve modeling (search for similar items in EconPapers)
Date: 2026-08-30
Note: View the original document on HAL open archive server: https://hal.science/hal-05734318v1
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Published in Master. Machine Learning in Finance, Université Paris Dauphine, France. 2026, pp.197

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05734318

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