Este curso forma parte de Programa especializado: Investment Management with Python and Machine Learning

3.1
estrellas
304 calificaciones

John Mulvey - Princeton University +1 instructores más

15.321 ya inscrito

Ofrecido Por

Programa especializado: Investment Management with Python and Machine LearningEscuela de Negocios EDHEC

Acerca de este Curso

10.952 vistas recientes

This course will enable you mastering machine-learning approaches in the area of investment management. It has been designed by two thought leaders in their field, Lionel Martellini from EDHEC-Risk Institute and John Mulvey from Princeton University. Starting from the basics, they will help you build practical skills to understand data science so you can make the best portfolio decisions.
The course will start with an introduction to the fundamentals of machine learning, followed by an in-depth discussion of the application of these techniques to portfolio management decisions, including the design of more robust factor models, the construction of portfolios with improved diversification benefits, and the implementation of more efficient risk management models. 

We have designed a 3-step learning process: first, we will introduce a meaningful investment problem and see how this problem can be addressed using statistical techniques. Then, we will see how this new insight from Machine learning can complete and improve the relevance of the analysis.

You will have the opportunity to capitalize on videos and recommended readings to level up your financial expertise, and to use the quizzes and Jupiter notebooks to ensure grasp of concept.

At the end of this course, you will master the various machine learning techniques in investment management.

Fechas límite flexibles

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Certificado para compartir

Obtén un certificado al finalizar

100 % en línea

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Laboratorios de Coursera

Incluye proyectos de aprendizaje prácticos.

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Curso 3 de 4 en

Programa especializado: Investment Management with Python and Machine Learning

Nivel intermedio

Aprox. 16 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 skills
Managing your own personal invetsments
Investment management knowledge
Computer Science
Expertise in data science

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Certificado para compartir

Obtén un certificado al finalizar

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Laboratorios de Coursera

Incluye proyectos de aprendizaje prácticos.

Obtén más información sobre los laboratorios de Coursera

Curso 3 de 4 en

Programa especializado: Investment Management with Python and Machine Learning

Nivel intermedio

Aprox. 16 horas para completar

Inglés (English)

Instructores

Calificación del instructor

3,25/5 (70 calificaciones)

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

15.321 alumnos

1 curso

Lionel Martellini, PhD

EDHEC-Risk Institute, Director

Finance

61.453 alumnos

3 cursos

Ofrecido por

Escuela de Negocios EDHEC

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.

Programa - Qué aprenderás en este curso

Semana1

Semana 1

4 horas para completar

Introducing the fundamentals of machine learning

4 horas para completar

9 videos (Total 102 minutos), 5 lecturas, 1 cuestionario

9 videos

Welcome to the Python Machine-Learning for Investment management course6mIntroduction to machine-learning7mFinancial applications7mSupervised learning7mFirst algorithms7mHighlights of best practice6mUnsupervised learning7mChallenges ahead10mLab session optimal portfolio40m

5 lecturas

Requirements2mMaterial at your disposal2mMachine Learning for Investment Decisions: A Brief Guided Tour10mReferences for module 1"Introducing the fundamentals of machine learning"10mLab session optimal portfolio10m

1 ejercicio de práctica

Module 1Graded Quiz30m

Semana2

Semana 2

3 horas para completar

Machine learning techniques for robust estimation of factor models

3 horas para completar

8 videos (Total 124 minutos), 1 lectura, 1 cuestionario

8 videos

Introduction to module 2 - Basics of factor investing8mIntroducing Factor Models7mTypology of factor models9mUsing factor models in portfolio construction and analysis10mPenalty methods9mSetting factor loadings and examples7mShrinkage concepts7mLab session - Jupiter notebook on Factor Models1h 3m

1 lectura

References for module 2"Machine learning techniques for robust estimation of factor models"10m

1 ejercicio de práctica

Module 2 Graded Quiz1h

Semana3

Semana 3

3 horas para completar

Machine learning techniques for efficient portfolio diversification

3 horas para completar

8 videos (Total 88 minutos), 3 lecturas, 1 cuestionario

8 videos

Introduction to module 3 -Machine learning techniques for efficient portfolio diversification7mBenefits of portfolio diversification8mPortfolio diversification measures12mPrinciple component analysis8mRole of clustering6mGraphical analysis8mSelecting a portfolio of assets7mLab session: Graphical Network Analysis28m

3 lecturas

Supplementary material PCA10mReferences for the module "Machine learning techniques for efficient portfolio diversification"10mReference for the module "Selecting a portfolio of assets"10m

1 ejercicio de práctica

Module 3 Graded Quiz45m

Semana4

Semana 4

3 horas para completar

Machine learning techniques for regime analysis

3 horas para completar

7 videos (Total 112 minutos), 4 lecturas, 1 cuestionario

7 videos

Introduction to economic regimes7mPortfolio Decisions with Time-Varying Market Conditions10mTrend filtering6mA scenario based portfolio model8mA two regime portfolio example7mA multi regime model for a University Endowment9mNEW Lab session- Jupyter notebook on regime-based investment model1h 2m

4 lecturas

Information on the "trend filtering" video2mInformation on "scenario based portfolio model" video2mReferences for the module "Machine learning techniques for regime analysis"10mRegime-aware asset allocation10m

1 ejercicio de práctica

Module 4 Graded Quiz1h

Reseñas

3.1

127 reseña

5 stars
23,60 %
4 stars
15,73 %
3 stars
24,91 %
2 stars
18,68 %
1 star
17,04 %

Principales reseñas sobre PYTHON AND MACHINE LEARNING FOR ASSET MANAGEMENT

por ST9 de abr. de 2020

The topics covered in this course are really interesting. I learned a great deal by studying various papers covered in this course - Thank you to both instructors!

por AR11 de may. de 2022

Very nice course sharing many types of knowledges around data / cleaning / type of data / several algorithms / organised Python coding

por FN20 de ago. de 2022

The ideas did not explain clearly and explicitly. They want to cover many topics but all in general so that you do not understand deeply what is going on.

por LT17 de feb. de 2021

Good overview on Machine Learning techniques, need for some basic knowledge in statistics and Python for an optimized experience.

Ver todas las reseñas

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

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.

Preguntas Frecuentes

¿Cuándo podré acceder a las lecciones y tareas?
El acceso a las clases y las asignaciones depende del tipo de inscripción que tengas. Si tomas un curso en modo de oyente, verás la mayoría de los materiales del curso en forma gratuita. Para acceder a asignaciones calificadas y obtener un certificado, deberás comprar la experiencia de Certificado, ya sea durante o después de participar como oyente. Si no ves la opción de oyente:
es posible que el curso no ofrezca la opción de participar como oyente. En cambio, puedes intentar con una Prueba gratis o postularte para recibir ayuda económica.
Es posible que el curso ofrezca la opción 'Curso completo, sin certificado'. Esta opción te permite ver todos los materiales del curso, enviar las evaluaciones requeridas y obtener una calificación final. También significa que no podrás comprar una experiencia de Certificado.
¿Qué recibiré si me suscribo a este Programa especializado?
Cuando te inscribes en un curso, obtienes acceso a todos los cursos que forman parte del Programa especializado y te darán un Certificado cuando completes el trabajo. Se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes auditar el curso sin costo.
¿Hay ayuda económica disponible?
Sí. En ciertos programas de aprendizaje, puedes postularte para recibir ayuda económica o una beca en caso de no poder costear los gastos de la tarifa de inscripción. Si hay ayuda económica o becas disponibles para tu selección de programa de aprendizaje, verás un enlace para postularte en la página de descripción.

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Python and Machine Learning for Asset Management

Acerca de este Curso

Qué aprenderás

Habilidades que obtendrás