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EDHEC Business School

Python and Machine Learning for Asset Management

This course will enable you mastering machine-learning approaches in the area of investment management. It has been designed by two thought leaders in their field, Lionel Martellini from EDHEC-Risk Institute and John Mulvey from Princeton University. Starting from the basics, they will help you build practical skills to understand data science so you can make the best portfolio decisions. The course will start with an introduction to the fundamentals of machine learning, followed by an in-depth discussion of the application of these techniques to portfolio management decisions, including the design of more robust factor models, the construction of portfolios with improved diversification benefits, and the implementation of more efficient risk management models. We have designed a 3-step learning process: first, we will introduce a meaningful investment problem and see how this problem can be addressed using statistical techniques. Then, we will see how this new insight from Machine learning can complete and improve the relevance of the analysis. You will have the opportunity to capitalize on videos and recommended readings to level up your financial expertise, and to use the quizzes and Jupiter notebooks to ensure grasp of concept. At the end of this course, you will master the various machine learning techniques in investment management.

状态:Portfolio Management
状态:Asset Management
中级课程小时

精选评论

LT

4.0评论日期:Feb 17, 2021

Good overview on Machine Learning techniques, need for some basic knowledge in statistics and Python for an optimized experience.

RS

5.0评论日期:Jun 24, 2021

A great course with a Ph Doctoral taste, including amazing and advanced Jupyter Notebooks !!!!

AJ

4.0评论日期:May 30, 2020

Please consider adding additional videos for the lab sessions, as one can not gain the Machine Learning python coding skills from PPT slides!

FN

4.0评论日期:Aug 20, 2022

The ideas did not explain clearly and explicitly. They want to cover many topics but all in general so that you do not understand deeply what is going on.

AA

5.0评论日期:Dec 7, 2020

Excellent course, very helpful for my research work

PS

5.0评论日期:Aug 1, 2022

E​xcellent content! Great programming notebooks from Princeton University.

AR

5.0评论日期:May 11, 2022

Very nice course sharing many types of knowledges around data / cleaning / type of data / several algorithms / organised Python coding

ST

5.0评论日期:Apr 9, 2020

The topics covered in this course are really interesting. I learned a great deal by studying various papers covered in this course - Thank you to both instructors!

AE

4.0评论日期:Jan 8, 2021

I would suggest to add the link to the references like pdf docs.

KA

4.0评论日期:Feb 5, 2020

Good concepts to touch but lack on coding in granulality example. But overall, I'm get a good example how to implement machine learning technique to finance perspective.

AT

4.0评论日期:Mar 1, 2020

would be good to focus more on the jupyter notebooks and less on multiple choice. Really interesting notebooks and quite advanced / technical material which deserves more time and coverage.

所有审阅

显示:20/138

Semant Jain, PhD
1.0
评论日期:Jan 12, 2020
Soheil Soroush
2.0
评论日期:Jan 19, 2020
Keith Wolstenholme
3.0
评论日期:Nov 19, 2019
Mirkamil Ghopur
1.0
评论日期:Apr 18, 2020
Serg Daut
2.0
评论日期:Nov 23, 2019
Dirk Wijns
1.0
评论日期:Feb 5, 2020
Francisco Cabrera
2.0
评论日期:Jan 17, 2020
Nicholas P D'Aquila
2.0
评论日期:Mar 15, 2020
Xinhao
1.0
评论日期:Mar 12, 2020
Antony Jackson
5.0
评论日期:Oct 14, 2020
Ziheng Chen
5.0
评论日期:Dec 24, 2019
Michinori Kanokogi
2.0
评论日期:Feb 12, 2020
Tommy Lang
1.0
评论日期:May 20, 2020
Andrea Casati
3.0
评论日期:Jan 9, 2020
ALI RAHIMI
5.0
评论日期:Jun 9, 2021
Aqsa
5.0
评论日期:Dec 8, 2020
Henry Wang
1.0
评论日期:Apr 28, 2020
Kasper Ullegård
1.0
评论日期:Dec 15, 2020
Michael Laurberg
5.0
评论日期:Aug 11, 2022
Alejandro del Hierro Diez
5.0
评论日期:Feb 3, 2022