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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/python-machine-learning-for-investment-management
课程评论：没有评论
课程名称：Python和机器学习在资产管理中的应用 概述：本课程旨在帮助学员掌握投资管理领域的机器学习方法。课程由两位领域内的思想领袖共同设计，分别是来自EDHEC风险研究所的Lionel Martellini和普林斯顿大学的John Mulvey。从基础知识入手，学员将逐步建立实用技能，理解数据科学，以便做出最佳投资组合决策。 课程首先介绍机器学习的基本原理，随后深入探讨这些技术在投资组合管理决策中的应用，包括设计更为稳健的因子模型、构建具有更好分散收益的投资组合以及实施更有效的风险管理模型。 课程采用三步学习流程：首先提出一个有意义的投资问题，并探讨如何通过统计技术来解决该问题。然后，学员将了解机器学习提供的新见解如何完善和提高分析的相关性。 学员将通过视频和推荐阅读材料提升财务专长，并利用小测验和Jupyter笔记本确保对概念的掌握。 课程结束时，学员将掌握多种机器学习技术在投资管理中的应用。 课程大纲： 1. 机器学习基础介绍 2. 稳健因子模型的机器学习技术 3. 高效投资组合分散的机器学习技术 4. 制度分析的机器学习技术 5. 识别经济衰退、市场崩盘及特征选择 通过这个课程，学员将具备在资产管理中应用机器学习的全面能力。
Name:Introducing the fundamentals of machine learning
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Name:Machine learning techniques for robust estimation of factor models
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Name:Machine learning techniques for efficient portfolio diversification
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Name:Machine learning techniques for regime analysis
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Name:Identifying recessions, crash regimes and feature selection
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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.
