课程信息
2,231 次近期查看

100% 在线

立即开始,按照自己的计划学习。

可灵活调整截止日期

根据您的日程表重置截止日期。

中级

完成时间大约为13 小时

建议:5 weeks - 2/3 hours per week...

英语(English)

字幕:英语(English)

您将学到的内容有

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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

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

您将获得的技能

Programming skillsManaging your own personal invetsmentsInvestment management knowledgeComputer ScienceExpertise in data science

100% 在线

立即开始,按照自己的计划学习。

可灵活调整截止日期

根据您的日程表重置截止日期。

中级

完成时间大约为13 小时

建议:5 weeks - 2/3 hours per week...

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间为 2 小时

Introducing the fundamentals of machine learning

8 个视频 (总计 59 分钟), 3 个阅读材料, 1 个测验
8 个视频
Introduction to machine-learning7分钟
Financial applications7分钟
Supervised learning7分钟
First algorithms7分钟
Highlights of best practice6分钟
Unsupervised learning7分钟
Challenges ahead10分钟
3 个阅读材料
Requirements2分钟
Material at your disposal2分钟
References for module 1"Introducing the fundamentals of machine learning"10分钟
1 个练习
Module 1Graded Quizz30分钟
2
完成时间为 4 小时

Machine learning techniques for robust estimation of factor models

8 个视频 (总计 80 分钟), 2 个阅读材料, 1 个测验
8 个视频
Introducing Factor Models7分钟
Typology of factor models9分钟
Using factor models in portfolio construction and analysis10分钟
Penalty methods9分钟
Setting factor loadings and examples7分钟
Shrinkage concepts7分钟
Lab session - Jupiter notebook on Factor Models20分钟
2 个阅读材料
References for module 2"Machine learning techniques for robust estimation of factor models"10分钟
Information on Jupyter notebook - Factor models10分钟
1 个练习
Module 2 Graded Quizz1小时
3
完成时间为 2 小时

Machine learning techniques for efficient portfolio diversification

7 个视频 (总计 59 分钟), 1 个阅读材料, 1 个测验
7 个视频
Benefits of portfolio diversification8分钟
Portfolio diversification measures12分钟
Principle component analysis8分钟
Role of clustering6分钟
Graphical analysis8分钟
Selecting a portfolio of assets7分钟
1 个阅读材料
References for the module "Machine learning techniques for efficient portfolio diversification"10分钟
1 个练习
Module 3 Graded Quizz45分钟
4
完成时间为 3 小时

Machine learning techniques for regime analysis

7 个视频 (总计 65 分钟), 2 个阅读材料, 1 个测验
7 个视频
Portfolio Decisions with Time-Varying Market Conditions10分钟
Trend filtering6分钟
A scenario based portfolio model8分钟
A two regime portfolio example7分钟
A multi regime model for a University Endowment9分钟
Lab session- Jupyter notebook on regime-based investment model15分钟
2 个阅读材料
References for the module "Machine learning techniques for regime analysis"10分钟
Information on Jupyter notebookon regime-based investment model10分钟
1 个练习
Module 4 Graded Quizz1小时

讲师

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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

关于 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. ...

关于 Investment Management with Python and Machine Learning 专项课程

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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