The course “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
Stochastic processes and prediction
Discrete time mean-covariance processes
Discrete time probabilistic stochastic models
Continuous time processes