This course offers an in-depth introduction to the fundamental concepts of artificial intelligence (AI) and its advanced applications in finance. It covers key AI techniques, including linear models, tree-based methods, clustering algorithms, neural networks, and reinforcement learning, with an emphasis on both theoretical and practical implementation. Applications in finance, including risk management, asset pricing, fraud detection, and high-frequency trading, will be critically analyzed through real-world datasets. The course fosters a deep understanding of AI methods, enabling students to engage in independent research, and contribute to the development of novel financial technologies.