Data Analytics in Financial Markets

Program

After completion of this course, participant will be capable of Using R for analysing time series data, prepare various graphics and descriptive statistical tables, Build a statistical model for trading and research purpose, use them for further use using web based deployment and Increase the chance of getting a suitable job.

Part - I Introduction to Data Science
  • What is Data Science
  • Evolution of Data Science
  • Various Data Science related profiles and applications
  • Machine Learning and AI in HFT

  • Part –II Machine Learning using R
    Section - A
    R - Programming Basics
  • Data Manipulation and Wrangling
  • Writing Functions
  • Graphics

  • Statistics using R
  • Descriptive Statistics
  • Inferential Statistics
  • Linear Regression
  • Statistical Plots

  • Section - B
    Machine Learning
    1. Supervised Learning - Key Methods and Techniques
  • Multiple Linear Regression & Polynomial Regression
  • Shrinkage Method for model improvements
  • Variable Reduction Techniques - PCA / PCR
  • R-Squared
  • Case Study - Using R

  • Logistics Regression
  • Shrinkage Method for model improvements
  • Variable Reduction Techniques - PCA / PCR
  • Model Accuracy - Precession vs Recall and Confusion Matrix
  • Case Study - Using R

  • Tree Based Methods
  • Pruning of Tree
  • Measuring r^2 in tree based methods
  • Gradient Boosting, Bagging and Ensemble Methods
  • Model Accuracy - Precession vs Recall and Confusion Matrix
  • Case Study - Classification - Using R
  • Case Study - Regression - Using R

  • Naïve Bias Algorithm
  • Case Study - Using R

  • Section - C
    Time Series Modelling
  • Time Series Decomposition
  • Holt Winters smoothing
  • ARIMA Models
  • Case Study - using R

  • Part III Data Visualization
    Data Visualization Using Tableau
  • Importing Data into Tableau
  • Creating Graphs
  • Creating Sets and Performing Custom Calculations in Tableau
  • Using R in Tableau
  • Creating Dashboard
  • Publish a Tableau Dashboard on web
  • Case Studies - 1
  • Case Studies - 2
  • Data Scientists
  • Analytics professionals
  • Accounting professionals
  • Marketing Managers
  • Operations Managers
  • Participants from statistics background
  • Participants from mathematical background
  • 8 days weekends
    (Saturday & Sunday Only)

    Rs. 27,000.00 + Applicable Taxes per participant inclusive of tuition fees, reference material and (morning / evening) refreshments only.

    For further details regarding contents,
    E-mail: training@bseindia.com