Hanken Moodle

Ekonomisk matematik fokuserar på användningen av funktioner, derivator och integraler av en och flera variabler med ekonomiska tillämpningar på intäkts- och kostnadsfunktioner inom ekonomin. Kursen ger en introduktion till matriser.

Obligatorisk grundkurs inom kandidatexamen.

Advanced Topics in Financial Economics explores theoretical foundations and modern developments in asset pricing and financial decision-making under uncertainty. The course provides rigorous treatment of key concepts including portfolio choice, the Capital Asset Pricing Model (CAPM), Arrow-Debreu pricing, and applications such as option pricing and liquidity risk. It further investigates issues of asymmetric information, agency theory, and capital structure within both complete and incomplete market settings. Emphasis is placed on analytical modeling and equilibrium analysis, drawing on microeconomic principles and optimization theory. The course is designed for students with prior exposure to intermediate microeconomics and mathematical optimization, and is particularly suited for those aiming to pursue research or advanced professional work in finance or economics.

The course provides students in Finance with an introduction to machine learning methods. The course will concentrate on the application of the methods in Finance by minimising mathematical and statistical details. It is a complement and not a substitute to courses in Statistics and Econometrics.

Contents:
Introduction to Statistical Learning/Machine Learning
Subset Selection
Regularisation Methods: Ridge Regression and Lasso
Bootstrap
Tree-Based Methods
Tree-Based Methods for Classification
Unsupervised Learning: PCA, PCR and Clustering
Neural Networks
Articles using ML in Finance (NM)
Practical advice about Machine Learning
Ethics in Machine Learning

After completing the course, you will be able to:
Analyse financial data using machine learning methods
Use machine learning methods for prediction and decision making in Finance
Apply machine learning methods to solve research problem in Finance