Bayesian-Statistics-Econometrics
Time-Series-and-Financial-Engineering-With-Python
| Bayesian-Statistics-Econometrics | Time-Series-and-Financial-Engineering-With-Python | |
|---|---|---|
| 1 | 1 | |
| 71 | 45 | |
| - | - | |
| 10.0 | 1.2 | |
| over 1 year ago | about 1 year ago | |
| Jupyter Notebook | Jupyter Notebook | |
| MIT License | MIT License |
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Bayesian-Statistics-Econometrics
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Python for Econometrics for Practitioners [Free Online Courses]
Bayesian Statistics with Python: Bayesian statistics is the last pillar of quantitative framework, also the most challenging subject. The course will explore the algorithms of Markov chain Monte Carlo (MCMC), specifically Metropolis-Hastings, Gibbs Sampler and etc., we will build up our own toy model from crude Python functions. In the meanwhile, we will cover the PyMC3, which is a library for probabilistic programming specializing in Bayesian statistics.
Time-Series-and-Financial-Engineering-With-Python
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Python for Econometrics for Practitioners [Free Online Courses]
Time Series, Financial Engineering and Algorithmic Trading with Python: This is a compound training sessions of time series analysis, financial engineering and algorithmic trading, the Part I covers basic time series concepts such as ARIMA, GARCH ans (S)VAR, also cover more advanced theory such as State Space Model and Hidden Markov Chain. The Part II covers the basics of financial engineering such bond valueation, portfolio optimization, Black-Scholes model and various stochatic process models. The Part III will demonstrate the practicalities, e.g. algorithmic trading. The training will try to explain the mathematical mechanism behind each theory, rather than forcing you to memorize a bunch of black box operations.
What are some alternatives?
Linear-Algebra-With-Python - Lecture Notes for Linear Algebra Featuring Python. This series of lecture notes will walk you through all the must-know concepts that set the foundation of data science or advanced quantitative skillsets. Suitable for statistician/econometrician, quantitative analysts, data scientists and etc. to quickly refresh the linear algebra with the assistance of Python computation and visualization.
Econometrics-With-Python - Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
Basic-Statistics-With-Python - Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such as descriptive statistics, parameter estimations, hypothesis testing, ANOVA and etc. All codes are straightforward to understand.
Probabilistic-Programming-and-Bayesian-Methods-for-Hackers - aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
edward2 - A simple probabilistic programming language.