Are you innately curious about the dynamically inter-operating financial markets?
Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events.
By providing a resource for training students and professionals in basic and sophisticated analytics, this project meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems. It depicts a systematic way of developing analytical programs for finance in the statistical language R for data science students and professionals. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management.
Dirk Hugen and Mark Bennett help profit-seeking investors and analytics students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction and derivative securities.
About the Speaker
Dr. Mark Bennett is a senior data scientist with a global investment bank and a lecturer in the University of Chicago's Master's program in analytics. He has held positions at Argonne National Laboratory, Unisys Corporation, AT&T Bell Laboratories, Northrop Grumman, XR Trading Securities and Transcend Investments. He holds a BS with distinction from the University of Iowa, an MS from the University of Southern California, and a Ph.D. from UCLA all in Computer Science.