課程信息
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中級

完成時間大約為16 小時

建議:5 weeks - 2/3 hours per week...

英語(English)

字幕:英語(English)

您將學到的內容有

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

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

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    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

您將獲得的技能

Programming skillsManaging your own personal invetsmentsInvestment management knowledgeComputer ScienceExpertise in data science
學習Course的學生是
  • Financial Analysts
  • Data Scientists
  • Analysts (General)
  • Business Analysts
  • Data Analysts

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

中級

完成時間大約為16 小時

建議:5 weeks - 2/3 hours per week...

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間為 2 小時

Introducing the fundamentals of machine learning

8 個視頻 (總計 59 分鐘), 4 個閱讀材料, 1 個測驗
8 個視頻
Introduction to machine-learning7分鐘
Financial applications7分鐘
Supervised learning7分鐘
First algorithms7分鐘
Highlights of best practice6分鐘
Unsupervised learning7分鐘
Challenges ahead10分鐘
4 個閱讀材料
Requirements2分鐘
Material at your disposal2分鐘
Machine Learning for Investment Decisions: A Brief Guided Tour10分鐘
References for module 1"Introducing the fundamentals of machine learning"10分鐘
1 個練習
Module 1Graded Quiz30分鐘
2
完成時間為 4 小時

Machine learning techniques for robust estimation of factor models

8 個視頻 (總計 80 分鐘), 2 個閱讀材料, 1 個測驗
8 個視頻
Introducing Factor Models7分鐘
Typology of factor models9分鐘
Using factor models in portfolio construction and analysis10分鐘
Penalty methods9分鐘
Setting factor loadings and examples7分鐘
Shrinkage concepts7分鐘
Lab session - Jupiter notebook on Factor Models20分鐘
2 個閱讀材料
References for module 2"Machine learning techniques for robust estimation of factor models"10分鐘
Information on Jupyter notebook - Factor models10分鐘
1 個練習
Module 2 Graded Quiz1小時
3
完成時間為 2 小時

Machine learning techniques for efficient portfolio diversification

7 個視頻 (總計 59 分鐘), 1 個閱讀材料, 1 個測驗
7 個視頻
Benefits of portfolio diversification8分鐘
Portfolio diversification measures12分鐘
Principle component analysis8分鐘
Role of clustering6分鐘
Graphical analysis8分鐘
Selecting a portfolio of assets7分鐘
1 個閱讀材料
References for the module "Machine learning techniques for efficient portfolio diversification"10分鐘
1 個練習
Module 3 Graded Quiz45分鐘
4
完成時間為 3 小時

Machine learning techniques for regime analysis

7 個視頻 (總計 65 分鐘), 4 個閱讀材料, 1 個測驗
7 個視頻
Portfolio Decisions with Time-Varying Market Conditions10分鐘
Trend filtering6分鐘
A scenario based portfolio model8分鐘
A two regime portfolio example7分鐘
A multi regime model for a University Endowment9分鐘
Lab session- Jupyter notebook on regime-based investment model15分鐘
4 個閱讀材料
Information on the "trend filtering" video2分鐘
Information on "scenario based portfolio model" video2分鐘
References for the module "Machine learning techniques for regime analysis"10分鐘
Information on Jupyter notebookon regime-based investment model10分鐘
1 個練習
Module 4 Graded Quiz1小時

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

關於 EDHEC Business School

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. ...

關於 Investment Management with Python and Machine Learning 專項課程

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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