RSM338: Winter 2026 archive
These are the materials for Winter 2026, preserved for reference. The current course homepage is being prepared for Winter 2027 · 20271; details are TBD. Browse all course archives.
Course Information
Instructor: Kevin Mott
Term: Winter 2026
Institution: Rotman School of Management
Lecture Materials
| Lecture | Topic | Slides (Browser) | Slides (PDF) | Notes (Browser) | Notes (PDF) |
|---|---|---|---|---|---|
| 1 | Math Bootcamp | HTML | HTML | ||
| Linear Algebra for Quantitative Finance | – | – | HTML | ||
| 2 | Financial Data | HTML | HTML | ||
| 3 | Introduction to Machine Learning | HTML | HTML | ||
| 4 | Clustering | HTML | HTML | ||
| 5 | Regression | HTML | HTML | ||
| 6 | ML & Portfolio Theory | HTML | HTML | ||
| 7 | Classification | HTML | HTML | ||
| 8 | Ensemble Methods | HTML | HTML | ||
| 9 | Neural Networks & Deep Learning | HTML | HTML | ||
| 10 | Textual Data | HTML | HTML |
Assignments
For data, please see the relevant Quercus page.
| Assignment | Topic |
|---|---|
| 1 | Stock Returns |
| 2 | Clustering |
| 3 | Regression |
| 4 | MAXSER |
| 5 | Classification & Ensemble Methods |
| 6 | Neural Networks |
Teaching Materials License
© 2026 Kevin Mott. Except where otherwise noted, only Kevin Mott’s original public RSM338 teaching materials, including archived offerings, are licensed under the Creative Commons Attribution–NonCommercial 4.0 International License (CC BY-NC 4.0), consistent with the teaching materials license on his main website. This license does not apply to other content on this website.
You may share and adapt those materials for noncommercial purposes, provided that you credit Kevin Mott, link to the original material and the license, and indicate whether changes were made. Third-party content, datasets, software, and institutional names, logos, and trademarks are excluded unless separately identified; their existing notices and licenses continue to apply. See the full legal code. For commercial permission, contact Kevin Mott through his faculty profile.