このコースについて
1,583 最近の表示

100%オンライン

自分のスケジュールですぐに学習を始めてください。

柔軟性のある期限

スケジュールに従って期限をリセットします。

中級レベル

約13時間で修了

推奨:5 weeks - 2/3 hours per week...

英語

字幕:英語

学習内容

  • Check

    Learn the principles of supervised and unsupervised machine learning techniques to financial data sets

  • Check

    Understand the basis of logistical regression and ML algorithms for classifying variables into one of two outcomes

  • Check

    Utilize powerful Python libraries to implement machine learning algorithms in case studies

  • Check

    Learn about factor models and regime switching models and their use in investment management

習得するスキル

Programming skillsManaging your own personal invetsmentsInvestment management knowledgeComputer ScienceExpertise in data science

100%オンライン

自分のスケジュールですぐに学習を始めてください。

柔軟性のある期限

スケジュールに従って期限をリセットします。

中級レベル

約13時間で修了

推奨:5 weeks - 2/3 hours per week...

英語

字幕:英語

このCourseを受講している学習者は

  • Data Scientists

シラバス - 本コースの学習内容

1
2時間で修了

Introducing the fundamentals of machine learning

8件のビデオ (合計59分), 3 readings, 1 quiz
8件のビデオ
Introduction to machine-learning7 分
Financial applications7 分
Supervised learning7 分
First algorithms7 分
Highlights of best practice6 分
Unsupervised learning7 分
Challenges ahead10 分
3件の学習用教材
Requirements2 分
Material at your disposal2 分
References for module 1"Introducing the fundamentals of machine learning"10 分
1の練習問題
Module 1Graded Quizz30 分
2
4時間で修了

Machine learning techniques for robust estimation of factor models

8件のビデオ (合計80分), 2 readings, 1 quiz
8件のビデオ
Introducing Factor Models7 分
Typology of factor models9 分
Using factor models in portfolio construction and analysis10 分
Penalty methods9 分
Setting factor loadings and examples7 分
Shrinkage concepts7 分
Lab session - Jupiter notebook on Factor Models20 分
2件の学習用教材
References for module 2"Machine learning techniques for robust estimation of factor models"10 分
Information on Jupyter notebook - Factor models10 分
1の練習問題
Module 2 Graded Quizz1 時間
3
2時間で修了

Machine learning techniques for efficient portfolio diversification

7件のビデオ (合計59分), 1 reading, 1 quiz
7件のビデオ
Benefits of portfolio diversification8 分
Portfolio diversification measures12 分
Principle component analysis8 分
Role of clustering6 分
Graphical analysis8 分
Selecting a portfolio of assets7 分
1件の学習用教材
References for the module "Machine learning techniques for efficient portfolio diversification"10 分
1の練習問題
Module 3 Graded Quizz45 分
4
3時間で修了

Machine learning techniques for regime analysis

7件のビデオ (合計65分), 2 readings, 1 quiz
7件のビデオ
Portfolio Decisions with Time-Varying Market Conditions10 分
Trend filtering6 分
A scenario based portfolio model8 分
A two regime portfolio example7 分
A multi regime model for a University Endowment9 分
Lab session- Jupyter notebook on regime-based investment model15 分
2件の学習用教材
References for the module "Machine learning techniques for regime analysis"10 分
Information on Jupyter notebookon regime-based investment model10 分
1の練習問題
Module 4 Graded Quizz1 時間

講師

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John Mulvey - Princeton University

Professor in the Operations Research and Financial Engineering Department and a founding member of the Bendheim Centre for Finance at Princeton University
Finance
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Lionel Martellini, PhD

EDHEC-Risk Institute, Director
Finance

EDHEC Business Schoolについて

Founded in 1906, EDHEC is now one of Europe’s top 15 business schools . Based in Lille, Nice, Paris, London and Singapore, and counting over 90 nationalities on its campuses, EDHEC is a fully international school directly connected to the business world. With over 40,000 graduates in 120 countries, it trains committed managers capable of dealing with the challenges of a fast-evolving world. Harnessing its core values of excellence, innovation and entrepreneurial spirit, EDHEC has developed a strategic model founded on research of true practical use to society, businesses and students, and which is particularly evident in the work of EDHEC-Risk Institute and Scientific Beta. The School functions as a genuine laboratory of ideas and plays a pioneering role in the field of digital education via EDHEC Online, the first fully online degree-level training platform. These various components make EDHEC a centre of knowledge, experience and diversity, geared to preparing new generations of managers to excel in a world subject to transformational change. EDHEC in figures: 8,600 students in academic education, 19 degree programmes ranging from bachelor to PhD level, 184 professors and researchers, 11 specialist research centres. ...

Investment Management with Python and Machine Learning専門講座について

The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language through a series of dedicated lab sessions....
Investment Management with Python and Machine Learning

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