Program

Logo ARPM Quant Marathon

The Quant Marathon guides students through the ARPM Lab in seven all-encompassing, mutually exclusive, core learning courses, plus optional coding refresher courses for preparation purposes.

Advanced Data Science

35-hours course
This course prepares for the Advanced Data Science module of the ARPM Certificate Body of Knowledge.
Overview
Point vs. probabilistic statements
Inference and learning
Least squares regression
Classification
Least squares autoencoders
k-means clustering
Shrinkage
Discriminant regression
Discriminant classification
Probabilistic graphical models
Maximum likelihood
Regularization and features selection
Bayesian
Mixed approach
Foundations of decision theory
Estimation risk assessment
Bias reduction
Functional bias reduction
Linear basis expansion
Quasi-linear adaptive basis
Adaptive networks
Gradient boosting
Kernel trick
Background
Shrinkage
Regularization
Ensemble learning
Credit default classification
Background
Fit and assessment
Logistic regression
Interactions
Encoding
Regularization
Trees
Gradient boosting
Cross-validation
Generalized probabilistic inference
Minimum relative entropy
Analytical implementation
Flexible probabilities implementation
Overview
Least squares dynamic models
Wiener-Kolmogorov filtering
Dynamic principal component
Probabilistic state space models

Testimonials

Our thousands of Alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.

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