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Machine Learning in Finance: Key Features

The document outlines various machine learning tasks related to financial cases, detailing key features and expected outputs for each task. It includes tasks such as algorithmic trading, fraud detection, credit scoring, and money laundering detection, specifying the relevant data points and the types of classifications or predictions made. Each task is designed to leverage specific features to generate actionable insights or classifications in the financial domain.

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noorrjoub94
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16 views1 page

Machine Learning in Finance: Key Features

The document outlines various machine learning tasks related to financial cases, detailing key features and expected outputs for each task. It includes tasks such as algorithmic trading, fraud detection, credit scoring, and money laundering detection, specifying the relevant data points and the types of classifications or predictions made. Each task is designed to leverage specific features to generate actionable insights or classifications in the financial domain.

Uploaded by

noorrjoub94
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Homework 2 – Machine Learning

Name: Nooralhuda Rjoub Student Number: 228018


Topic: Financial Cases – Key Features and Outputs

Task Features Output(s)


1 Algorithmic Trading Asset price; short-term returns (1, 5, 15 Decision {Buy / Sell /
min); trading volume; indicators (MA, Hold}; order size.
RSI, MACD); bid-ask spread; time of
session.
2 Fraud Detection Amount; location; time; transactions Classification
(24h); device type; card age; distance {Fraud / Normal};
from previous transaction. fraud score.
3 Credit Scoring Income; debt-to-income ratio; credit Credit rating {High /
history; payment delays; employment Medium / Low};
type; age. credit limit.
4 Loan Default Prediction Loan amount; duration; monthly Probability of default;
income; DTI; repayment history; loan {Default / Non-
purpose. default}.
5 Customer Segmentation Age; income; avg. balance; frequency; Cluster {High-value /
products used; channels. At-risk / Occasional}.
6 Portfolio Optimization Expected returns; variance/covariance; Optimal weights;
risk constraints; liquidity; investment efficient risk-return
horizon. mix.
7 Market Making Order book depth; volatility; order size; Bid/ask suggestions;
speed; spread pattern. repricing strategy.
8 Tax Evasion Detection Declared vs actual income; report Label {Consistent /
inconsistencies; cash activity; Suspicious}; risk
expenses. score.
9 Insider Trading Trade timing; abnormal volume; insider Classification
ownership; linked accounts. {Suspicious /
Normal}; flagged
trades.
10 Money Laundering Customer type; business activity; Label {Suspicious /
account age; structuring pattern; cross- Non-suspicious}; risk
country accounts; irregular amounts. score.

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