Over-utilization of market and accounting data over the last few decades has led to portfolio crowding, mediocre performance and systemic risks, incentivizing financial institutions which are looking for an edge to quickly adopt alternative data as a substitute to traditional data. This course introduces the core concepts around alternative data, the most recent research in this area, as well as practical portfolio examples and actual applications. The approach of this course is somewhat unique because while the theory covered is still a main component, practical lab sessions and examples of working with alternative datasets are also key. This course is fo you if you are aiming at carreers prospects as a data scientist in financial markets, are looking to enhance your analytics skillsets to the financial markets, or if you are interested in cutting-edge technology and research as they apply to big data. The required background is: Python programming, Investment theory , and Statistics. This course will enable you to learn new data and research techniques applied to the financial markets while strengthening data science and python skills.
Investment Management with Python and Machine Learning の専門講座EDHEC ビジネススクール（EDHEC Business School）このコースについて
Python programming (beginners)
Investment theory (recommended)
Statistics (recommended)
学習内容
Learn what alternative data is and how it is used in financial market applications.
Become immersed in current academic and practitioner state-of-the-art research pertaining to alternative data applications.
Perform data analysis of real-world alternative datasets using Python.
Gain an understanding and hands-on experience in data analytics, visualization and quantitative modeling applied to alternative data in finance
習得するスキル
Python programming (beginners)
Investment theory (recommended)
Statistics (recommended)
提供：
EDHEC ビジネススクール（EDHEC Business School）
Founded in 1906, EDHEC is now one of Europe’s top 15 business schools .
シラバス - 本コースの学習内容
Consumption
The consumption module introduces students to the basics of consumption-based alternative data.
Textual Analysis for Financial Applications
Module 2 is an introduction to text mining as well as a demonstration of how to get from data retrieval (web scraping) to financial market insights. Some of the classic text mining methodologies are covered such as vectorization of text (the bag of words approach), stop words for filtering, and term frequency-inverse document frequency (TF-IDF). Students will learn how text can be mathematically represented, and regularized/filtered to reduce noise. Measures of text-similarity will be covered in theoretical and practice sessions. Lab sessions go through examples of web scraping data, regularizing with the described techniques and finally, insights will be derived from the textual data.
Processing Corporate Filings
Module 3 is a practical extension of the text mining lessons to 10-K and 13-F, two of the most commonly researched corporate filings. This type of data can be extremely daunting when used by individual analysts due to the sheer size of the documents, but module 3 describes the methodologies for quantitatively analyzing these documents with Python code. Both the 10-K and 13-F documents are worked through, and within the lab sessions it is demonstrated how one can automatically pull this kind of data as well as define metrics around them. We investigate implementations of research in this field around similarity of given companies 10-K statements over time as well as similarity between fund holdings from the 13-F in the lab.
Using Media-Derived Data
The final module introduces both sentiment analysis in the context of textual data as well as network analysis in the context of connectivity of firms. Sentiment analysis is an avenue of potentially fruitful information that when done correctly can display what a general population might believe about a company (through for example social media) or even whether the company itself is positive or negative on future outlook (through analysis of tone in corporate filings). Network analysis, as shown in the research of course instructors and his colleagues, can be used to accurately capture how a financial network is oriented and what companies might perform well because of other firm’s mentioning them as a threat. The lab session of this module extends the corporate filings analysis to examine sentiment while also introducing a set of tweets which are then transformed into a network representation.
レビュー
PYTHON AND MACHINE-LEARNING FOR ASSET MANAGEMENT WITH ALTERNATIVE DATA SETS からの人気レビュー
really interesting applications and good examples. More breadth than depth but a great guide as to what the state of the art is in applying machine learning to more alternative forms of data.
Good course with great practical content and insights into alternative data sets. I would have liked to see some more involved textual analysis techniques.
The content is really great, but it would have been even better if the code and applications were explained in somewhat more detail.
Very interesting course. Instructors are quite good. The graded quiz could be less theoretical and a bit more practical/applied.
Investment Management with Python and Machine Learning専門講座について
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