This is a follow-up to three very successful events previously held at the Fields Institute in May 2015 (Workshop on Big Data in Commercial and Retail Banking), May 2017 (Big Data for Quants Boot Camp), and September 2019 (Bootcamp on Machine Learning for Finance), focusing on training presenting state-of-the-art data analytics techniques to graduate students, academic researchers, and financial practitioners. This edition of the event will focus on advanced machine learning techniques currently being used in the financial industry, as well as novel techniques at the forefront of academic research. Topics will include applications of deep learning to stochastic control and to prepayment of mortgage-backed securities, machine learning using alternative data for finance, and applying graph machine learning to mutual fund data.