Overview Body of knowledge Testing FAQ

Body of Knowledge
Data Science Mathematics

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