Data Science Foundations covers multivariate statistics, linear factor models, and estimation of high-dimensional location and dispersion.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.
Linear factor models - supervised
Linear factor models - unsupervised
Estimation - mean-covariance
Estimation - regression loadings