| Content | We will provide a series of short lectures to ensure all the participants to have a good foundation in machine learning and discuss the following case study more efficiently. The participants of the first event mainly were professionals working in leading investment banks and hedge funds, e.g. Morgan Stanley, Goldman Sachs, Blackrock etc.The current lectures setup:(S0) The overview of machine learning(S1) Supervised Learning: including linear regression, non-linear regression (basis expansion) – polynomial regression, wavelet regression, CNN, RNN and the corresponding successful applications. (S2) Unsupervised Learning: Clustering (S3) Reinforcement Learning (S4) Filtering (S5) Model selection and model ensemble |