Python and Machine Learning for Asset Management
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assignment Level : Intermediate
chat_bubble_outline Language : English
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Key Information

credit_card Free access
verified_user Fee-based Certificate
timer 14 hours in total

About the content

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.

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Prerequisite

Learners taking this Course are

  • Financial Analysts
  • Data Scientists
  • Consultants
  • Data Analysts
  • Engineers

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Syllabus

WHAT YOU WILL LEARN

  1. Learn the principles of supervised and unsupervised machine learning techniques to financial data sets
  2. Understand the basis of logistical regression and ML algorithms for classifying variables into one of two outcomes
  3. Utilize powerful Python libraries to implement machine learning algorithms in case studies
  4. Learn about factor models and regime switching models and their use in investment management
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Instructors

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

Lionel Martellini, PhD
EDHEC-Risk Institute, Director
Finance

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Content Designer

EDHEC

Implantée à Lille, Nice, Paris, Londres et Singapour, l'EDHEC est l'une des 15 meilleures écoles de commerce d'Europe. Résolument internationale et directement connectée au monde des affaires, elle est reconnue pour l'excellence de sa recherche et sa capacité à former des entrepreneurs et des managers capables de faire bouger les lignes.
Véritable laboratoire d'idées, elle produit des solutions innovantes reconnues par les entreprises. Ses travaux de recherche irriguent son enseignement fondé sur la culture du  «build people to build business» et du « learning by doing ».

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Platform

Coursera

Coursera is a digital company offering massive open online course founded by computer teachers Andrew Ng and Daphne Koller Stanford University, located in Mountain View, California. 

Coursera works with top universities and organizations to make some of their courses available online, and offers courses in many subjects, including: physics, engineering, humanities, medicine, biology, social sciences, mathematics, business, computer science, digital marketing, data science, and other subjects.

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