Informações sobre o curso
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100% online

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível intermediário

Aprox. 13 horas para completar

Sugerido: 5 weeks - 2/3 hours per week...

Inglês

Legendas: Inglês

O que você vai aprender

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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

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

Habilidades que você terá

Programming skillsManaging your own personal invetsmentsInvestment management knowledgeComputer ScienceExpertise in data science
Os alunos fazendo este Course são
  • Data Scientists

    100% online

    Comece imediatamente e aprenda em seu próprio cronograma.

    Prazos flexíveis

    Redefinir os prazos de acordo com sua programação.

    Nível intermediário

    Aprox. 13 horas para completar

    Sugerido: 5 weeks - 2/3 hours per week...

    Inglês

    Legendas: Inglês

    Programa - O que você aprenderá com este curso

    Semana
    1
    2 horas para concluir

    Introducing the fundamentals of machine learning

    8 vídeos (Total 59 mín.), 3 leituras, 1 teste
    8 videos
    Introduction to machine-learning7min
    Financial applications7min
    Supervised learning7min
    First algorithms7min
    Highlights of best practice6min
    Unsupervised learning7min
    Challenges ahead10min
    3 leituras
    Requirements2min
    Material at your disposal2min
    References for module 1"Introducing the fundamentals of machine learning"10min
    1 exercício prático
    Module 1Graded Quizz30min
    Semana
    2
    4 horas para concluir

    Machine learning techniques for robust estimation of factor models

    8 vídeos (Total 80 mín.), 2 leituras, 1 teste
    8 videos
    Introducing Factor Models7min
    Typology of factor models9min
    Using factor models in portfolio construction and analysis10min
    Penalty methods9min
    Setting factor loadings and examples7min
    Shrinkage concepts7min
    Lab session - Jupiter notebook on Factor Models20min
    2 leituras
    References for module 2"Machine learning techniques for robust estimation of factor models"10min
    Information on Jupyter notebook - Factor models10min
    1 exercício prático
    Module 2 Graded Quizz1h
    Semana
    3
    2 horas para concluir

    Machine learning techniques for efficient portfolio diversification

    7 vídeos (Total 59 mín.), 1 leitura, 1 teste
    7 videos
    Benefits of portfolio diversification8min
    Portfolio diversification measures12min
    Principle component analysis8min
    Role of clustering6min
    Graphical analysis8min
    Selecting a portfolio of assets7min
    1 leituras
    References for the module "Machine learning techniques for efficient portfolio diversification"10min
    1 exercício prático
    Module 3 Graded Quizz45min
    Semana
    4
    3 horas para concluir

    Machine learning techniques for regime analysis

    7 vídeos (Total 65 mín.), 2 leituras, 1 teste
    7 videos
    Portfolio Decisions with Time-Varying Market Conditions10min
    Trend filtering6min
    A scenario based portfolio model8min
    A two regime portfolio example7min
    A multi regime model for a University Endowment9min
    Lab session- Jupyter notebook on regime-based investment model15min
    2 leituras
    References for the module "Machine learning techniques for regime analysis"10min
    Information on Jupyter notebookon regime-based investment model10min
    1 exercício prático
    Module 4 Graded Quizz1h

    Instrutores

    Avatar

    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
    Avatar

    Lionel Martellini, PhD

    EDHEC-Risk Institute, Director
    Finance

    Sobre 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. ...

    Sobre Programa de cursos integrados 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....
    Investment Management with Python and Machine Learning

    Perguntas Frequentes – FAQ

    • Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.

    • Quando você se inscreve no curso, tem acesso a todos os cursos na Especialização e pode obter um certificado quando concluir o trabalho. Seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.

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