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QUANTIFI

Quantifi Sogang

2023학년도 2학기 공통과정 커리큘럼 페이지 입니다.

1.1. Python and Numerical Methods (3 weeks)

  • Week 01 Basic Programming Concepts chap1.png

  • Week 02 Numpy, Matplotlib & Linear Algebra chap2.png

  • Week 03 Pandas, Statistics & Numerical Methods chap3.png

1.2. Time Series Analysis (7 weeks)

  • Week 04 Stationarity & Basic Concepts of Time Series chap4.png

  • Week 05 Univariate Time Series chap5.png

  • Week 06 Multivariate Time Series chap6.png chap6_2.png

  • Week 07 Integrated Time Series chap7.png chap7_2.png

  • Week 08 Conditional Heteroscedastisity Model chap8.png chap8_2.png

  • Week 09 Spectral Analysis & State Space Model

spectral.png rts_smoothing.png

  • 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.