Subject: Subject Sylbus: Machine Learning in Portfolio Selection - 096293 (Current)

Machine Learning in Portfolio Selection - 096293
Credit
Points
2.5
 
Given In
Semester
b
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
2 1      

Determination of the grade according to progress during the semester and the submission of the final thesis


Prerequisites: Machine Learning 1 096411


The Course Introduces the Classical Mean-Variance Optimization Framework of Markowitz, the Capital Asset Pricing Model (Capm) and the Extensions to Multi-Period Investment, Online Portfolio Selection and Its Relation to Online Convex Optimization and the Application of
Deep at the End of the Course the Student Will Be Able to:
1. Apply Fundamental Concepts in Portfolio Selection.
2. Execute Portfolio Selection Models.


Timetable to semester 02/2020 2020/2021 Spring Semester
RoomBuildingHourdayLecturerExercise
Lecture
no.Registering
Group
  10:30-12:30SundayDoctor Blatt DoronLecture1011
  12:30-13:30Sunday Exercise11


Textbooks
PublishedPublisherAuthorsBook
2013cambridge university pressjoshi, mark s., and jane m. patersonintroduction to mathematical portfolio theory.
2015crc pressli, bin, and steven chu hong hoi.online portfolio selection: principles and algorithms

Created in 06/03/2021 Time 01:43:05