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Using R for Regression and Machine Learning in Investment
  • Level Professional
  • Duration 18 hours
  • Course by Sungkyunkwan University
  • Offered by

About

In this course, the instructor will discuss various uses of regression in investment problems, and she will extend the discussion to logistic, Lasso, and Ridge regressions. At the same time, the instructor will introduce various concepts of machine learning. You can consider this course as the first step toward using machine learning methodologies in solving investment problems. The course will cover investment analysis topics, but at the same time, make you practice it using R programming. This course's focus is to train you to use various regression methodologies for investment management that you might need to do in your job every day and make you ready for more advanced topics in machine learning. The course is designed with the assumption that most students already have a little bit of knowledge in financial economics and R programming. Students are expected to have heard about stocks and bonds and balance sheets, earnings, etc., and know the introductory statistics level, such as mean, median, distribution, regression, etc. Students are also expected to know of the instructors' 1st course, 'Fundamental of data-driven investment.' The instructor will explain the detail of R programming. It will be an excellent course for you to improve your programming skills but you must have basic knowledge in R. If you are very good at R programming, it will provide you with an excellent opportunity to practice again with finance and investment examples.

Modules

L1. Brief History on Investing, Machine Learning and Alternative Data

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L1. Brief History on Investing, Machine Learning and Alternative Data

2 Readings

  • Learning Content
  • References

L2. Ingredients for Maching Learning Based Investment

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L2. Ingredients for Maching Learning Based Investment

2 Readings

  • Learning Content
  • References

L3. Big Picture of Alorithm-Driven Investment

    • 1 Videos
    • 1 Readings
Show info about module content

1 Videos

  • L3. Big Picture of Alorithm-Driven Investment

1 Readings

  • Learning Content

L4. Understanding the Characteristics of Factors

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L4. Understanding the Characteristics of Factors

2 Readings

  • Learning Content
  • References

L5. Understanding Machine Learning Concepts

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L5. Understanding Machine Learning Concepts

2 Readings

  • Learning Content
  • References

L6. Handling Data with Different Frequencies

    • 1 Videos
    • 2 Readings
    • 1 Assignment
Show info about module content

1 Assignment

  • Macro factor model

1 Videos

  • L6. Handling Data with Different Frequencies

2 Readings

  • Learning Content
  • References

L7. Analyzing Data Using Fama-Macbeth Regression

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L7. Analyzing Data Using Fama-Macbeth Regression

2 Readings

  • Learning Content
  • References

L8. Predictive Models

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L8. Predictive Models

2 Readings

  • Learning Content
  • References

L9. Making a Model that Performs Well in Real Life

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L9. Making a Model that Performs Well in Real Life

2 Readings

  • Learning Content
  • References

L10. Logistic Regression - Solving Classification Problems

    • 1 Videos
    • 2 Readings
Show info about module content

1 Videos

  • L10. Logistic Regression - Solving Classification Problems

2 Readings

  • Learning Content
  • References

Auto Summary

"Using R for Regression and Machine Learning in Investment" is a professional-level course designed for individuals with a basic understanding of financial economics and R programming. Taught by an expert instructor, this course focuses on applying various regression methodologies and machine learning concepts to solve investment problems. With a duration of 1080 minutes, it offers hands-on practice in R, covering topics like logistic, Lasso, and Ridge regressions. Ideal for those looking to enhance their investment analysis skills, the course is available through Coursera with Starter and Professional subscription options.

Youngju Nielsen
Instructor

Youngju Nielsen