Acerca de este Curso

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100 % en línea
Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles
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Nivel intermedio
Aprox. 23 horas para completar
Inglés (English)

Qué aprenderás

  • Understand the forecasting process

  • Describe time series data

  • Develop an ARIMA Model

  • Understand a basic trading algorithm

Certificado para compartir
Obtén un certificado al finalizar
100 % en línea
Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles
Restablece las fechas límite en función de tus horarios.
Nivel intermedio
Aprox. 23 horas para completar
Inglés (English)

ofrecido por

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Universidad de Illinois en Urbana-Champaign

Comienza a trabajar para obtener tu maestría

This curso is part of the 100% online Master of Science in Accountancy (iMSA) from Universidad de Illinois en Urbana-Champaign. If you are admitted to the full program, your courses count towards your degree learning.

Programa - Qué aprenderás en este curso

Semana
1

Semana 1

1 hora para completar

Course Introduction

1 hora para completar
3 videos (Total 11 minutos), 4 lecturas, 1 cuestionario
3 videos
Instructor Bio: Jose Rodriguez ***2m
Interview with Jose Rodriguez6m
4 lecturas
Syllabus30m
Glossary10m
Resources for R10m
About the Discussion Forums10m
1 ejercicio de práctica
Orientation Quiz10m
5 horas para completar

Module 1: Introduction to Financial Analytics and Time Series Data

5 horas para completar
7 videos (Total 45 minutos), 2 lecturas, 5 cuestionarios
7 videos
Jose Rodriguez: Forecasting in Practice2m
Lesson 1-1.1 Subjective Forecasting6m
Lesson 1-1.2 Business Forecasting and Time Series Data7m
Lesson 1-2.1 Introduction to Financial Analytics10m
Lesson 1-3.1 Forecasting Performance Measurements: Distance6m
Lesson 1-3.2 Forecasting Performance Measurements: Metrics10m
2 lecturas
Module 1 Overview20m
Module 1 Readings1h 30m
5 ejercicios de práctica
Lesson 1-1 Practice Quiz10m
Lesson 1-2 Practice Quiz10m
Lesson 1-3 Practice Quiz10m
Module 1 Quiz30m
Module 1 Lab Exercise Quiz30m
Semana
2

Semana 2

5 horas para completar

Module 2: Performance Measures and Holt-Winters Model

5 horas para completar
15 videos (Total 87 minutos), 2 lecturas, 7 cuestionarios
15 videos
Jose Rodriguez: Forecasting Models in Practice2m
Lesson 2-1.1 Introduction to Forecasting: Average Method6m
Lesson 2-1.2 Introduction to Forecasting: Naive Method3m
Lesson 2-1.3 Introduction to Forecasting: Linear Regression ***13m
Lesson 2-1.4 Introduction to Forecasting: R Example4m
Lesson 2-2.1 Moving Averages7m
Lesson 2-3.1 Introduction to Exponential Smoothing5m
Lesson 2-3.2 Simple Exponential Smoothing8m
Lesson 2-3.3 Simple Exponential Smoothing: R Example5m
Lesson 2-4.1 Holt's Exponential Smoothing7m
Lesson 2-4.2 Holt-Winter's Forecasting Model4m
Lesson 2-4.3 Holt-Winter's Model: R Example7m
Lesson 2-5.1 Autoregression6m
Lesson 2-5.2 Autoregression: R Example2m
2 lecturas
Module 2 Overview20m
Module 2 Readings7m
7 ejercicios de práctica
Lesson 2-1 Practice Quiz10m
Lesson 2-2 Practice Quiz10m
Lesson 2-3 Practice Quiz30m
Lesson 2-4 Practice Quiz30m
Lesson 2-5 Practice Quiz10m
Module 2 Quiz30m
Module 2 Lab Exercise Quiz30m
Semana
3

Semana 3

5 horas para completar

Module 3: Stationarity and ARIMA Model

5 horas para completar
11 videos (Total 55 minutos), 2 lecturas, 4 cuestionarios
11 videos
Jose Rodriguez: ARIMA in Practice2m
Lesson 3-1.1 Stationarity: Introduction5m
Lesson 3-1.2 Stationarity: Differencing11m
Lesson 3-2.1 ARIMA: Introduction6m
Lesson 3-2.2 ARIMA: Components7m
Lesson 3-2.3 ARIMA: Model and R Example Part 17m
Lesson 3-2.4 ARIMA: Model and R Example Part 24m
Lesson 3-2.5 ARIMA: Model and R Example Part 31m
Lesson 3-2.6 ARIMA: Model and R Example Part 43m
Lesson 3-2.7 ARIMA: Model and R Example Part 54m
2 lecturas
Module 3 Overview20m
Module 3 Readings30m
4 ejercicios de práctica
Lesson 3-1 Practice Quiz30m
Lesson 3-2 Practice Quiz30m
Module 3 Quiz30m
Module 3 Lab Exercise Quiz30m
Semana
4

Semana 4

6 horas para completar

Module 4: Modern Portfolio Theory and Intro to Algorithmic Trading

6 horas para completar
15 videos (Total 77 minutos), 2 lecturas, 4 cuestionarios
15 videos
Jose Rodriguez: Portfolios in Practice4m
Lesson 4-1.1 Portfolio Theory: Introduction3m
Lesson 4-1.2 Portfolio Theory: Expected Returns4m
Lesson 4-1.3 Portfolio Theory: Risk of a Security6m
Lesson 4-1.4 Portfolio Theory: Efficient Frontier6m
Lesson 4-1.5 Portfolio Theory: Portfolio Weights7m
Lesson 4-1.6 Portfolio Theory: Capital Allocation Line10m
Lesson 4-1.7 Portfolio Theory: Diversification3m
Lesson 4-2.1 Introduction to Algorithmic Trading7m
Lesson 4-2.2 Introduction to Algorithmic Trading: Trend Following Strategy3m
Lesson 4-2.3 Introduction to Algorithmic Trading: Backtesting6m
Lesson 4-2.4 Introduction to Algorithmic Trading: R Example9m
Lesson 4-2.5 Introduction to Algorithmic Trading: Conclusion1m
Course Summary: Applying Data Analytics in Finance1m
2 lecturas
Module 4 Overview20m
Module 4 Readings1h
4 ejercicios de práctica
Lesson 4-1 Practice Quiz30m
Lesson 4-2 Practice Quiz30m
Module 4 Quiz1h
Module 4 Lab Exercise Quiz30m

Reseñas

Principales reseñas sobre APPLYING DATA ANALYTICS IN FINANCE

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Preguntas Frecuentes

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