Introduction to Financial Data Science

Free CFA Level I lesson in Quantitative Methods. 9 min read, ~1,408 words.

Big data has 4 Vs: volume, velocity, variety, veracity. Alternative data (satellite, social, transactions) is the investment-management workhorse. Supervised ML needs labeled data (regression, classification). Unsupervised ML finds structure in unlabeled data (clustering, dimension reduction). Overfitting = model memorizes noise. Defenses: train/validation/test splits, cross-validation, regularization. AI is the umbrella. ML...

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