Data Science for Finance covers multivariate econometrics and advanced inference for stress-testing and portfolio construction.In particular, this course covers the following topics:
After the course you will obtain a Statement of Completion. Furthermore, you can choose to complete an optional code-based project that will count as one of the two Practical Projects towards the ARPM Certification.
Dependence - correlation and copula
Mean-Kernel stochastic models
Covariance stationary theory
Probabilistic stochastic models
Continuous time processes