Machine Learning in Finance: Volatility Estimation and Strategies

Related lectures (32)

Page 2 of 4

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Explores the applications of artificial intelligence in finance, featuring talks and showcases.

Explores financial time series, including ARMA and GARCH processes, emphasizing risk estimation.

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Explores ancillary services, capacity market, and electricity market liberalization, emphasizing system balancing and peak demand challenges.

Explores the optimal dispatch of power generation units and the economics of power systems in deregulated environments.