Acerca de este Curso

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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. 15 horas para completar
Inglés (English)

Qué aprenderás

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

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

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

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

Habilidades que obtendrás

Programming skillsManaging your own personal invetsmentsInvestment management knowledgeComputer ScienceExpertise in data science
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. 15 horas para completar
Inglés (English)

ofrecido por

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Escuela de Negocios EDHEC

Programa - Qué aprenderás en este curso

Semana
1

Semana 1

2 horas para completar

Introducing the fundamentals of machine learning

2 horas para completar
8 videos (Total 59 minutos), 4 lecturas, 1 cuestionario
8 videos
Introduction to machine-learning7m
Financial applications7m
Supervised learning7m
First algorithms7m
Highlights of best practice6m
Unsupervised learning7m
Challenges ahead10m
4 lecturas
Requirements2m
Material at your disposal2m
Machine Learning for Investment Decisions: A Brief Guided Tour10m
References for module 1"Introducing the fundamentals of machine learning"10m
1 ejercicio de práctica
Module 1Graded Quiz30m
Semana
2

Semana 2

4 horas para completar

Machine learning techniques for robust estimation of factor models

4 horas para completar
8 videos (Total 80 minutos), 2 lecturas, 1 cuestionario
8 videos
Introducing Factor Models7m
Typology of factor models9m
Using factor models in portfolio construction and analysis10m
Penalty methods9m
Setting factor loadings and examples7m
Shrinkage concepts7m
Lab session - Jupiter notebook on Factor Models20m
2 lecturas
References for module 2"Machine learning techniques for robust estimation of factor models"10m
Information on Jupyter notebook - Factor models10m
1 ejercicio de práctica
Module 2 Graded Quiz1h
Semana
3

Semana 3

3 horas para completar

Machine learning techniques for efficient portfolio diversification

3 horas para completar
8 videos (Total 88 minutos), 2 lecturas, 1 cuestionario
8 videos
Benefits of portfolio diversification8m
Portfolio diversification measures12m
Principle component analysis8m
Role of clustering6m
Graphical analysis8m
Selecting a portfolio of assets7m
Graphical Network Analysis28m
2 lecturas
References for the module "Machine learning techniques for efficient portfolio diversification"10m
Reference for the module "Selecting a portfolio of assets"10m
1 ejercicio de práctica
Module 3 Graded Quiz45m
Semana
4

Semana 4

3 horas para completar

Machine learning techniques for regime analysis

3 horas para completar
7 videos (Total 65 minutos), 4 lecturas, 1 cuestionario
7 videos
Portfolio Decisions with Time-Varying Market Conditions10m
Trend filtering6m
A scenario based portfolio model8m
A two regime portfolio example7m
A multi regime model for a University Endowment9m
Lab session- Jupyter notebook on regime-based investment model15m
4 lecturas
Information on the "trend filtering" video2m
Information on "scenario based portfolio model" video2m
References for the module "Machine learning techniques for regime analysis"10m
Information on Jupyter notebookon regime-based investment model10m
1 ejercicio de práctica
Module 4 Graded Quiz1h

Reseñas

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Acerca de Programa especializado: Investment Management with Python and Machine Learning

Investment Management with Python and Machine Learning

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