About Body of knowledge Testing

Body of Knowledge
Data Science Mathematics

About the ARPM Lab

Notation

Vector spaces

Linear transformations

Inner product spaces

Metric and normed spaces

Differentiation

Numerical derivatives

Taylor expansion

Integration

Monotone functions

Convexity

Spectral decomposition

Matrix transpose-square-root

Matrix operations

Functional analysis primer

Measures and domains

Functional algebra

L2 spaces

Fourier transform

Spectral theorem

Bochner's theorem

Mercer's theorem

Functional calculus

Fundamental concepts

Smooth programming

Convex programming

Integer N-choose-K heuristics

Applications: Portfolio replication