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SKKU - R for Regression and Machine Learning in Investment 

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R for Regression and Machine Learning in Investment
 at 
FutureLearn 
Overview

Duration

2 weeks

Total fee

2,205

Mode of learning

Online

Credential

Certificate

R for Regression and Machine Learning in Investment
 at 
FutureLearn 
Highlights

  • Earn a certificate upon completion
Details Icon

R for Regression and Machine Learning in Investment
 at 
FutureLearn 
Course details

Skills you will learn
More about this course
  • This two-week course from Sungkyunkwan University (SKKU) will introduce you to fundamental machine learning and regression methodologies and help you improve your R programming skills to use data analysis in solving investment problems
  • This course will guide you through using regression methodology for various investment analysis purposes by using Ridge, Lasso, and logistic regression
  • You’ll begin by gauging investment strategy using backtesting and learn about regression methodology, how to solve classification problems with logistic regression, and analyse data using the Fama-Macbeth Regression method
  • On this course, you’ll take the first step toward using machine learning methodologies in solving investment problems

R for Regression and Machine Learning in Investment
 at 
FutureLearn 
Curriculum

Understanding algorithm-driven investment decision-making.

Welcome to the course!

Brief History on Investing, Machine Learning and Alternative Data.

Ingredients for Maching Learning Based Investment

Big Picture of Algorithm-Driven Investment.

Understanding the Characteristics of Factors.

Understanding Machine Learning Concepts.

Summary of WEEK 1

Regression and beyond.

Handling Data with Different Frequencies.

Analyzing Data Using Fama-Macbeth Regression.

Predictive Models.

Making a Model that Performs Well in Real Life.

Logistic Regression - Solving Classification Problems.

Summary of WEEK 2

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R for Regression and Machine Learning in Investment
 at 
FutureLearn 

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