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Financial Engineering and Artificial Intelligence in Python

#artificialintelligence

Preview this course - GET COUPON CODE Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning ***VIP-only sections (get it while it lasts!) You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.


Financial Engineering and Artificial Intelligence in Python

#artificialintelligence

Created by Lazy Programmer Team, Lazy Programmer Inc.Preview this Course - GET COUPON CODE Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning ***VIP-only sections (get it while it lasts!) You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.


Financial Engineering and Artificial Intelligence in Python

#artificialintelligence

Financial Engineering and Artificial Intelligence in Python Getting Started Financial Analysis, Time Series Analysis, Portfolio Optimization, CAPM, Algorithmic Trading, Q-Learning, and MORE! Get Udemy Course New What you'll learn Forecasting stock prices and stock returns Time series analysis Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Exploratory data analysis Distributions and correlations of stock returns Modern portfolio theory Mean-Variance Optimization Efficient frontier, Sharpe ratio, Tangency portfolio CAPM (Capital Asset Pricing Model) Q-Learning for Algorithmic Trading Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering?


15 Best Udacity Machine Learning Courses

#artificialintelligence

This is an intermediate-level free artificial intelligence course. This course will teach the basics of modern AI as well as some of the representative applications of AI including machine learning, probabilistic reasoning, robotics, computer vision, and natural language processing. To understand this course, you should have some previous understanding of probability theory and linear algebra.