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Program
Data Science for Finance

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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.

Data Science for Finance

35-hours course
This course prepares for the Data Science for Finance module of the ARPM Certificate Body of Knowledge.
Main definitions
Relationships among processes
Covariance stationary processes
Order-one autoregression
VARMA processes
Linear state space models
Filtering
Spectral representation
Wold representation
Quest for invariance
Simple tests
Efficiency: random walk
Mean-reversion (discrete state)
Long memory: fractional integration
Volatility clustering
Multivariate quest
Cointegration
Estimation
Setting the flexible probabilities
Historical
Maximum likelihood principle
Maximum likelihood
Missing data
Bayesian estimation
Robustness
(Dynamic) copula-marginal
Bayesian statistics
Step 3. Estimation - Historical
Step 3. Estimation - Monte Carlo

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Employers

In addition to delivery through the Quant Bootcamp and online programs at arpm.co, ARPM's programs are also delivered by leading universities as credit coursework, and by financial institutions for the education and the growth of their talent pool. Contact us to learn more about the ARPM Academia and Corporate programs.

Supporters

Educational non-profits and commercial providers of advanced quantitative financial services partner with us to bring ARPM education to their members and clients worldwide.

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