Executive Program in Financial Data Analytics & Machine Learning
Course Details
The course blends finance, statistics, and analytics to equip the participants with the required skill sets in analyzing financial data. Participants will learn why, when, and how to apply statistical models on financial data to take real time day to day decisions in financial markets. By the end of this course, the participants should be able to build and use successful models using analytics in domains like accounting, trading, forecasting, risk management, portfolio management etc.
- To provide a conceptual understanding of financial analytical techniques
- To illustrate the application of statistical tools and models in analyzing financial data
Course Content
Programmmg languages like Python or R
- Data cleaning and pre-processmg
- Dealing with micsing data
- Data manipulation
- Data visualization libraries
- Exploratory Data Analysis
- Descriptive statistics
- Inferential statistics
- Hypothesis testing
- Regression
- Logistic Regression
- Predicting T oan Defaults
- Time series data handling
- Seasonality and trends analysis
- Forecasting techniques
- Chart pattems and technical indicators for stock price analysis
- Algorithm Selection and Evaluation
- Model selection criteria
- Cross-validation techniques
- Evaluation metrics (accuracy, precision, recall, etc.)
- Modern portfolio theory and efficient frontier analysis
- Risk management techniques in portfolio construction
- Portfolio optimization using mathematical models and algorithms-
- Supervised learning (regression, classification)
- Unsupervised leaming (clustering)
- Introduction to neural networks and deep leaming
- Time series forecasting techniques (e.g., ARIMA LSTM)
- Feature engineering for stock price prediction
- Building and evaluating Machine Leaming models (e.g., regression, random forests, neural networks) for price forecasting
6 Months (60 Hours)
Duration
May 2024
Batch Commencement
Sundays 10AM to 1:15PM
Class Timings
Brochure
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Program Director
DR. PANKAJ K AGARWAL
Dr. Pankaj has about 25 years of professional experience including a six-year stint with banking and financial service industry at a fortune 500 banks like SBI...