Python and Machine Learning for Asset Management

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课程主页: https://www.coursera.org/archive/python-machine-learning-for-investment-management

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课程大纲

Introducing the fundamentals of machine learning
Machine learning techniques for robust estimation of factor models
Machine learning techniques for efficient portfolio diversification
Machine learning techniques for regime analysis
Identifying recessions, crash regimes and feature selection

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课程详情

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.

用于资产管理的Python和机器学习:本课程将使您掌握投资管理领域的机器学习方法。它是由各自领域的两位思想领袖设计的,分别是EDHEC-Risk研究所的Lionel Martellini和普林斯顿大学的John Mulvey。从基础开始,它们将帮助您建立实践技能来理解数据科学,以便您做出最佳的投资组合决策。 本课程将首先介绍机器学习的基础知识,然后深入讨论这些技术在投资组合管理决策中的应用,包括设计更可靠的因子模型,构建具有改善的多元化收益的投资组合,以及实施更有效的风险管理模型。 我们设计了一个三步学习过程:首先,我们将介绍一个有意义的投资问题,并看看如何使用统计技术解决该问题。然后,我们将看到来自机器学习的新见解如何完成并改善分析的相关性。 您将有机会利用视频和推荐的阅读材料来提高自己的财务专业水平,并使用测验和Jupiter笔记本来确保掌握概念。 在本课程的最后,您将掌握投资管理中的各种机器学习技术。

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