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Event

Python for Computational Risk and Asset Management [WS202500016]

Type
lecture (V)
Online
Term
WS 20/21
SWS
2
Language
Englisch
Appointments
14
Links
ILIAS

Lecturers

Organisation

  • Institut für Finanzwirtschaft, Banken und Versicherungen

Part of

Appointments

  • 02.11.2020 10:00 - 11:30
  • 09.11.2020 10:00 - 11:30
  • 16.11.2020 10:00 - 11:30
  • 23.11.2020 10:00 - 11:30
  • 30.11.2020 10:00 - 11:30
  • 07.12.2020 10:00 - 11:30
  • 14.12.2020 10:00 - 11:30
  • 21.12.2020 10:00 - 11:30
  • 11.01.2021 10:00 - 11:30
  • 18.01.2021 10:00 - 11:30
  • 25.01.2021 10:00 - 11:30
  • 01.02.2021 10:00 - 11:30
  • 08.02.2021 10:00 - 11:30
  • 15.02.2021 10:00 - 11:30

Note

The course covers several Python topics, among them:

  • Automatic finance data extraction from the web
  • Analyzing finance data
  • Pattern recognition across asset markets
  • Quant portfolio strategies to exploit patterns
  • Modeling return densities using time-series and option methods
  • Comparing strength and weakness of machine learning tools such as neural networks to financial econometric- and option-implied methods