Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering?
Today, you can stop imagining, and start doing.
This course will teach you the core fundamentals of financial engineering, with a machine learning twist.
We will cover must-know topics in financial engineering, such as:
- Exploratory data analysis, significance testing, correlations, alpha and beta
- Time series analysis, simple moving average, exponentially-weighted moving average
- Holt-Winters exponential smoothing model
- ARIMA and SARIMA
- Efficient Market Hypothesis
- Random Walk Hypothesis
- Time series forecasting (“stock price prediction”)
- Modern portfolio theory
- Efficient frontier / Markowitz bullet
- Mean-variance optimization
- Maximizing the Sharpe ratio
- Convex optimization with Linear Programming and Quadratic Programming
- Capital Asset Pricing Model (CAPM)
- Algorithmic trading (VIP only)
- Statistical Factor Models (VIP only)
- Regime Detection with Hidden Markov Models (VIP only)
In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence.
Also learn Microsoft Clarity