ofrecido por

Using R for Regression and Machine Learning in Investment

Universidad de Sungkyunkwan

Acerca de este Curso

In this course, the instructor will discuss various uses of regression in investment problems, and she will extend the discussion to logistic, Lasso, and Ridge regressions. At the same time, the instructor will introduce various concepts of machine learning. You can consider this course as the first step toward using machine learning methodologies in solving investment problems. The course will cover investment analysis topics, but at the same time, make you practice it using R programming. This course's focus is to train you to use various regression methodologies for investment management that you might need to do in your job every day and make you ready for more advanced topics in machine learning. 
The course is designed with the assumption that most students already have a little bit of knowledge in financial economics and R programming. Students are expected to have heard about stocks and bonds and balance sheets, earnings, etc., and know the introductory statistics level, such as mean, median, distribution, regression, etc. Students are also expected to know of the instructors' 1st course, 'Fundamental of data-driven investment.'

The instructor will explain the detail of R programming. It will be an excellent course for you to improve your programming skills but you must have basic knowledge in R. If you are very good at R programming, it will provide you with an excellent opportunity to practice again with finance and investment examples.

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.

Nivel intermedio

Introductory statistics, introductory financial economics, and R programming

Aprox. 17 horas para completar

Inglés (English)

Subtítulos: Inglés (English)

Qué aprenderás

Understanding the basic common concept of machine learning
Familiarizing with most commonly used methodology, regression
Distinguishing in-sample and out-of-sample results and leading to well-performing models in a real-life

Habilidades que obtendrás

Investment Management
Machine Learning
R Programming
regression

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.

Nivel intermedio

Introductory statistics, introductory financial economics, and R programming

Aprox. 17 horas para completar

Inglés (English)

Subtítulos: Inglés (English)

Instructor

Youngju Nielsen

1337 alumnos

2 cursos

ofrecido por

Universidad de Sungkyunkwan

Sungkyunkwan University (SKKU) was established in 1398 as the highest national educational institute in the early years of Joseon Dynasty in Korea. At present with the support of the world-renowned global company Samsung, SKKU is leading the development of higher education in Korea. SKKU actively encourages international collaboration through developing cutting-edge research and educational programs with its global partners.

Programa - Qué aprenderás en este curso

Semana

Semana 1

7 horas para completar

Understanding the big picture of the algorithm-driven investment decision-making process using machine learning and review of regression methodology

Understand the characteristics of predictive models and various data in investment

7 horas para completar

5 videos (Total 82 minutos), 9 lecturas

5 videos

L1. Brief History on Investing, Machine Learning and Alternative Data13m

L2. Ingredients for Maching Learning Based Investment14m

L3. Big Picture of Alorithm-Driven Investment17m

L4. Understanding the Characteristics of Factors19m

L5. Understanding Machine Learning Concepts15m

9 lecturas

Learning Content1h

References10m

Learning Content1h

References10m

Learning Content1h

References10m

Learning Content1h

References10m

Semana

Semana 2

10 horas para completar

Regression and beyond

Use regression methodology for various investment analysis purpose and improve models by using ridge, lasso, and logistic regression. First of all, you will learn how you can gauge investment strategy using backtesting.

You learned the first component of investment strategy, returns, in the first week. You will expand your study to assessing investment risks. To understand stocks' risks, you will calculate covariance and correlation matrix using historical time-series stock return data. You will extend this to market factor and three-factor models to understand the risk you are facing with your investment. Finally, you will calculate factor exposure using a 3-factor model from week 2 and separate common factor risk and idiosyncratic risk of the stock.

10 horas para completar

5 videos (Total 96 minutos), 10 lecturas, 1 cuestionario

5 videos

L6. Handling Data with Different Frequencies19m

L7. Analyzing Data Using Fama-Macbeth Regression18m

L8. Predictive Models20m

L9. Making a Model that Performs Well in Real Life20m

L10. Logistic Regression - Solving Classification Problems17m

10 lecturas

Learning Content1h

References10m

Learning Content1h

References10m

Learning Content1h

References10m

Learning Content1h

References10m

Learning Content1h

References10m

1 ejercicio de práctica

Macro factor model3h

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 compro el Certificado?
Cuando compras un Certificado, obtienes acceso a todos los materiales del curso, incluidas las tareas calificadas. Una vez que completes el curso, 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 participar del curso como oyente 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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Using R for Regression and Machine Learning in Investment

Using R for Regression and Machine Learning in Investment