QUANTIFI

Quantifi Sogang

2023학년도 2학기 공통과정 커리큘럼 페이지 입니다.

1.1. Python and Numerical Methods (3 weeks)

• Week 01 Basic Programming Concepts

• Week 02 Numpy, Matplotlib & Linear Algebra

• Week 03 Pandas, Statistics & Numerical Methods

1.2. Time Series Analysis (7 weeks)

• Week 04 Stationarity & Basic Concepts of Time Series

• Week 05 Univariate Time Series

• Week 06 Multivariate Time Series

• Week 07 Integrated Time Series

• Week 08 Conditional Heteroscedastisity Model

• Week 09 Spectral Analysis & State Space Model

• Week 10 High-Frequency Data Analysis & Market Microstructure

1.3. Machine Learning (6 weeks)

• Week 11 Basic Terminologies & Model Selection
• Week 12 Linear Models & Decision Trees
• Week 13 Neural Networks & Support Vector Machine
• Week 14 Bayesian Classifier & Ensemble Methods
• Week 15 Clustering
• Week 16 Dimension Reduction

각 주차별 학습 내용이 정리되어 있습니다.