Week 1-What is Smart Beta?
L1 Beta Investing
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L2 Creating a Smart Beta Index
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L3 Weighting Schemes
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L4 Smart Beta
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L5 Recreating the MSCI Value Index
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Week 2-Fundamentals of Machine Learning
L6 Data Processing
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L7 Overfitting
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L8 Tree Model
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L9 Classification Tree in R
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Week 3-Improving the Multifactor Model with Machine Learning
L10 Classification and Regression Tree (CART)
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L11 Bagging
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L12 Boosting
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L13 Ensemble
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Week 4-Applications of Machine Learning for Investment Decisions
L14 Multifactor Models
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L15 Traditional Methods v. Machine Learning
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L16 Bond Factors
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L17 Adaptive Multifactor Models
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L18 Final Recap
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