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Investment Analysis and Asset Mgmt, Time Series Analysis & Forecasting, Machine Learning in Finance & Causal Inference Methods

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ML_in_Finance

Quantitative methods in finance

Portfolio Management

Portfolio optimization, efficient frontier construction and the capital market line

Time Series Analysis and Forecasting

  • Time series: components, stationarity, & autocorrelations
  • Autoregressive Moving Average (ARMA) family of models
  • ARCH and GARCH models
  • Vector Autoregressive (VAR) models and Granger causality

Machine Learning in Finance

  • Supervised Learning: Logistic Regressions, KNN, SVM & Evaluation metrics for supervised ML models
  • Supervised Learning: Decision Trees, Bagging (Random Forest & Extra Trees), Boosting (AdaBoost & Gradient Boosting)
  • Unsupervised Learning: clustering (K-Means & DBSCAN), PCA & Evaluation metrics for unsupervised ML models
  • Textual Analysis of the captions of news on companies, the sentiment on the general public and the effect on company stock price