Elise Marie Gourier

EPFL CDM IF-GE
ODY 3 18 (Odyssea)
Station 5
CH-1015 Lausanne

Office:  ODY 3 18
EPFL > CDM > CDM-IF > IF-ENS

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Administrative data

Teaching & PhD

Teaching

Financial engineering

Courses

Financial econometrics

This course aims to give an introduction to the application of machine learning to finance. These techniques gained popularity due to the limitations of traditional financial econometrics methods tackling big data€. We will review and compare traditional methods and machine learning algorithms.