Subtopic
Data Science
8 lessons to explore at your own pace.
Lessons in Data Science
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Self-paced lesson · ~16 min read
Regression Analysis for Finance: OLS, Inference, Robust Methods, and Regularization
Regression connects an outcome to explanatory variables. In finance, it can estimate market exposure, explain credit spreads, or predict returns. The central question is which…
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Self-paced lesson · ~15 min read
Regression Analysis II: Hypothesis Tests, Structural Breaks, and CAPM Regimes
A regression coefficient describes a relationship in a model. Hypothesis testing asks whether the data are compatible with a specific restriction on that relationship. Structural-break…
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Self-paced lesson · ~16 min read
Regression Analysis III: Stationarity, Autocorrelation, and ARMA–ARIMA Models
Ordinary regression relates an outcome to predictors. Time-series modeling also asks how the past predicts the future and whether that relationship remains stable through time. A trend,…
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Self-paced lesson · ~16 min read
Time Series Analysis: Likelihood, Unit Roots, Seasonality, and Volatility Forecasts
A time-series model can fit a financial series well while answering the wrong forecasting question. A rolling volatility measure, for example, is partly predictable because most of its…
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Self-paced lesson · ~15 min read
Principal Component Analysis in Finance: Yield-Curve Factors, Hedging, and Relative Value
Hundreds of financial series can share a few major sources of variation. Principal component analysis (PCA) finds directions that summarize that variation. In rates, those directions…
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Self-paced lesson · ~18 min read
Artificial Intelligence in Finance: Recent Advancements, Challenges, and Future Directions
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Self-paced lesson · ~17 min read
Machine Learning for Finance: Validation, Neural Pricing, and Reinforcement-Learning Hedges
Machine learning fits patterns from data to support predictions or decisions. In finance, a model can estimate a return, approximate an expensive pricing engine, organize risk exposures,…
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Self-paced lesson · ~17 min read
Applying Data Science and Artificial Intelligence to Managing Biomedical Portfolios
A promising biological discovery is not yet a medicine, and a promising medicine is not yet a financeable investment. Biomedical portfolio management connects scientific evidence,…