MSCF Data science/ML courses

[throll]

Hello,

For current or former MSCF students, how would did you find your experience with the 5 courses related to data science/ML? The MSCF website highlights an updated curriculum so i'm interested in what's changed and whether it's geared mostly to finance or if it cover many fields?

Thanks

 

[Michsund]

Hello,

For current or former MSCF students, how would did you find your experience with the 5 courses related to data science/ML? The MSCF website highlights an updated curriculum so i'm interested in what's changed and whether it's geared mostly to finance or if it cover many fields?

Thanks

Yeah so we take 4 out of 5 of those classes during our first year. Ds 1-2 and ML 1-2. We also have a capstone project that we do when we come back from our summer internships the summer. The DS classes really build the foundation for doing data analysis of data sets. You also do parameter estimations and coding that up as well. I’m terms of the ML we go over all the large topics in decent detail along with an hw assignment to reinforce the things we learn. Overall there extremely useful and among the most important classes in the curriculum to me. The ML is super detailed toward finance because a lot of ML doesn’t work on financial data well but we do have one project in the end and we have the capstone this fall. DS has finance examples throughout.

 

[Michsund]

Hello,

For current or former MSCF students, how would did you find your experience with the 5 courses related to data science/ML? The MSCF website highlights an updated curriculum so i'm interested in what's changed and whether it's geared mostly to finance or if it cover many fields?

Thanks

I would send you the syllabus for the courses but I’m not sure I’m allowed to.

 

[Onegin]

Concur w/ @Michsund . DS / ML are legit foundations, much more in-depth than the "cookbook" kind of approaches one finds in some of the "bootcamp" type approaches. We had to learn the derivations, trade offs, and underlying assumptions across a wide survey of models with homework both practical and theoretical. It's a bit of a debate as to whether there could be more direct finance-specific content, but I like the current approach. Finance data has a lot of issues that make ML / DS approaches challenging. It would be tough to get a solid theoretical foundation if we were wrestling with problems in financial data at the same time. That said, there were a lot of finance-specific questions in lecture, HW, and our final project for Machine Learning 2 was specific to finance. Capstone in the fall will be a substantial machine learning project in finance.

Also, students with strong preparation can also take DS / ML electives across CMU. These are brutally difficult courses, but CMU is near the top of the heap in these areas.

 

[Michsund]

Concur w/ @Michsund . DS / ML are legit foundations, much more in-depth than the "cookbook" kind of approaches one finds in some of the "bootcamp" type approaches. We had to learn the derivations, trade offs, and underlying assumptions across a wide survey of models with homework both practical and theoretical. It's a bit of a debate as to whether there could be more direct finance-specific content, but I like the current approach. Finance data has a lot of issues that make ML / DS approaches challenging. It would be tough to get a solid theoretical foundation if we were wrestling with problems in financial data at the same time. That said, there were a lot of finance-specific questions in lecture, HW, and our final project for Machine Learning 2 was specific to finance. Capstone in the fall will be a substantial machine learning project in finance.

Also, students with strong preparation can also take DS / ML electives across CMU. These are brutally difficult courses, but CMU is near the top of the heap in these areas.

Just to add to this, taking electives at CMU while I’m the MSCF program is very difficult. You have to maintain at least a 3.5 gpa and these classes tend to be extremely difficult as mentioned by @Onegin. So although it’s there, remember that the coursework given is usually enough to keep you occupied for a while.

 

[throll]

Thank you guys for your replies much appreciated! The reason I'm asking is because i have the possibility of taking the DS and ML courses as evening classes through my employer which will sponsor the cost as long as I get get 3.0 GPA (BTW how hard is it to get 3.0 GPA and is it 3,0 out of a max of 4.0?). I've been a quant in the industry for almost a decade now and i have a Msc in Financial Engineering. I'm mostly a derivatives pricing type of quant so i only know the basics of DS and ML through Andrew NG's intro course online. Frankly speaking I'm interested to learn about this topic as it seems a must these days and wondering if it could help land a job in hedge funds in the future? It seems most students these days are all in about DS/ML/AI so what kind of jobs are you targeting after graduation? Cheers.

 

[Michsund]

Thank you guys for your replies much appreciated! The reason I'm asking is because i have the possibility of taking the DS and ML courses as evening classes through my employer which will sponsor the cost as long as I get get 3.0 GPA (BTW how hard is it to get 3.0 GPA and is it 3,0 out of a max of 4.0?). I've been a quant in the industry for almost a decade now and i have a Msc in Financial Engineering. I'm mostly a derivatives pricing type of quant so i only know the basics of DS and ML through Andrew NG's intro course online. Frankly speaking I'm interested to learn about this topic as it seems a must these days and wondering if it could help land a job in hedge funds in the future? It seems most students these days are all in about DS/ML/AI so what kind of jobs are you targeting after graduation? Cheers.

If your only gonna be taking these classes it shouldn’t be to bad to get a B, but ML hw could get pretty long. I’m terms of careers for me, I have an internship at an asset management place and I’ll see how I like my experience there and make my moves from there. No real path yet I guess, but have an idea of what I do and don’t like.

 

[throll]

If your only gonna be taking these classes it shouldn’t be to bad to get a B, but ML hw could get pretty long. I’m terms of careers for me, I have an internship at an asset management place and I’ll see how I like my experience there and make my moves from there. No real path yet I guess, but have an idea of what I do and don’t like.

cool thx.

 

[Richardrs]

Adding to this thread-- did any MSCF students need to take an ODE class before starting classes in August? Asking if someone has suggestions for an online program to fulfill the requirement.

 

[Michsund]

Adding to this thread-- did any MSCF students need to take an ODE class before starting classes in August? Asking if someone has suggestions for an online program to fulfill the requirement.

Haven't heard anyone need that, but I would just contact the admissions staff and ask them for a ODE class to take