[Download Now] Holczer Balazs – Quantitative Finance & Algorithmic Trading II – Time Series
PLEASE REFER TO OUR PROOF : WATCH HERE!
My name is Balazs Holczer. I am from Budapest, Hungary. I am qualified as a physicist and later on I decided to get a master degree in applied mathematics. At the moment I am working as a simulation engineer at a multinational company. I have been interested in algorithms and data structures and its implementations especially in Java since university. Later on I got acquainted with machine learning techniques, artificial intelligence, numerical methods and recipes such as solving differential equations, linear algebra, interpolation and extrapolation. These things may prove to be very very important in several fields: software engineering, research and development or investment banking. I have a special addiction to quantitative models such as the Black-Scholes model, or the Merton-model. Quantitative analysts use these algorithms and numerical techniques on daily basis so in my opinion these topics are definitely worth learning.
This course is about time series analyses. You will use R as the programming language and RStudio as the integrated developement environment.
IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!
The aim of the course is to construct a model capable of forecasting future stock prices. You will learn about the most important time series related concepts:
- white noise
- moving average model
- autoregressive model
- conditional heteroskedastic models
In the last chapter you will implement a model (combining ARIMA and GARCH models) from scratch that is able to outperform the buy&hold (so long term investing) strategy!
Delivery Method
– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from coursesblock.com
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC 8).
Thank You For Shopping With Us!
