Body of Knowledge

Data Science
Mathematics
Data Science
Foundations
Advanced
Data Science
Data Science
for Finance
Financial Engineering
for Investment
Quantitative Risk
Management
Quantitative Portfolio
Management

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
Optimization – overview
Continuous programming
Integer N-choose-K heuristics
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