R for Regression and Machine Learning in Investment
Sungkyunkwan University (SKKU)
  • Start Date: 11 Jul, 2022
  • 2 weeks
  • Study Content: Videos


Learn how to use R to apply machine learning and regression methodology to investing and improve your decision-making strategies.

Course Fee: Free
Certificate Cost: See Fees and Eligibility

Course Description

Boost your R programming skills and learn the core concepts of machine learning


Data is an essential tool for every sector, including investments. With data analytics, investment strategies, portfolio management, and decision-making are algorithm and data-driven, reducing the risk factors associated with investment.


This two-week course from Sungkyunkwan University (SKKU) will introduce you to fundamental machine learning and regression methodologies and help you improve your R programming skills to use data analysis in solving investment problems.


Understand how to use regression for data analysis of investments


This course will guide you through using regression methodology for various investment analysis purposes by using Ridge, Lasso, and logistic regression.


You’ll begin by gauging investment strategy using backtesting and learn about regression methodology, how to solve classification problems with logistic regression, and analyse data using the Fama-Macbeth Regression method.


Create a machine learning model to predict the movement of the stock market


On this course, you’ll take the first step toward using machine learning methodologies in solving investment problems.


Not only will you develop a firm grasp on the core concepts of machine learning, but you’ll also learn about machine learning models that are used to predict the movement of the stock market and create your own macro factor model using R programming.


Learn with the experts at Sungkyunkwan University


The instructor of this course has more than 15 years of experience with algorithmic trading and investment portfolio management experience in the G10 markets at Wall Street major firms.


With her expertise and guidance, you’ll be well-equipped to apply regression and machine learning methods to real data and improve your investment strategies.


This course is designed for anyone with financial economics and R programming knowledge, who is interested in learning how to apply advanced regression methods to real data and concepts of machine learning.


You should already be familiar with basic R programming to benefit from this course.


Download R and R Studio or use RStudio Cloud


    • Certificate cost may vary. You will be redirected to the host page for cost and payment options.

    • Sungkyunkwan University (SKKU)

      Sungkyunkwan University was founded in 1398 as the highest national educational institute in the early years of the Joseon Dynasty in Korea.

      As the oldest university in East Asia, it has fostered leaders of Korean society for over 600 years.

      At present SKKU is striving to educate students with a broad knowledge base, communicative leadership and a creative challenging spirit.

      As a world-class research university this is one way in which SKKU is contributing to the development of a harmonious global society.

      With the support of the world-renowned global company Samsung, SKKU has become a creative and innovative center of higher education. This collaborative approach incorporates foundational knowledge, applied research, a focus on global society, and academic-industrial collaboration.

       

    • You may be able to download course materials after enrolling in this course. If not, all of the necessary course materials provided by the course instructor will be available on the provider's course page.
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