This repository stores all the lab notes for implementing the methods covered in "Machine Learning in Finance (MLF)" taught by Patrick PUN Chi Seng (https://personal.ntu.edu.sg/cspun/).

Most of them refer to the resources in https://www.statlearning.com/ with some customization to the MLF module.

Unsupervised Learning I - Clustering Analysis: https://personal.ntu.edu.sg/cspun/unsup-I.html

Unsupervised Learning II - Dimension Reduction: https://personal.ntu.edu.sg/cspun/unsup-II.html

Supervised Learning I - KNN and Resampling: https://personal.ntu.edu.sg/cspun/sup-I.html

Supervised Learning II - Regression and Regularization: https://personal.ntu.edu.sg/cspun/sup-II.html

Supervised Learning III - Logistic Regression: https://personal.ntu.edu.sg/cspun/sup-III.html

Supervised Learning IV - Decision Trees and Ensemble Methods: https://personal.ntu.edu.sg/cspun/sup-IV.html

Supervised Learning V - Support Vector Machines: https://personal.ntu.edu.sg/cspun/sup-V.html

Deep Learning I - Feedforward Neural Networks: https://personal.ntu.edu.sg/cspun/dp-I.html

Deep Learning II - Long Short-Term Memory: https://personal.ntu.edu.sg/cspun/dp-II.html

Deep Learning III - Convolutional Neural Networks: https://personal.ntu.edu.sg/cspun/dp-III.html