Quantifi Sogang
2023학년도 2학기 공통과정 커리큘럼 페이지 입니다.
1.1. Python and Numerical Methods (3 weeks)
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Week 01 Basic Programming Concepts
![chap1.png](Image%2Fchap1.png)
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Week 02 Numpy, Matplotlib & Linear Algebra
![chap2.png](Image%2Fchap2.png)
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Week 03 Pandas, Statistics & Numerical Methods
![chap3.png](Image%2Fchap3.png)
1.2. Time Series Analysis (7 weeks)
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Week 04 Stationarity & Basic Concepts of Time Series
![chap4.png](Image%2Fchap4.png)
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Week 05 Univariate Time Series
![chap5.png](Image%2Fchap5.png)
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Week 06 Multivariate Time Series
![chap6_2.png](Image%2Fchap6_2.png)
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Week 07 Integrated Time Series
![chap7_2.png](Image%2Fchap7_2.png)
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Week 08 Conditional Heteroscedastisity Model
![chap8_2.png](Image%2Fchap8_2.png)
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Week 09 Spectral Analysis & State Space Model
![rts_smoothing.png](Image%2Frts_smoothing.png)
- Week 10 High-Frequency Data Analysis & Market Microstructure
1.3. Machine Learning (6 weeks)
- Week 11 Basic Terminologies & Model Selection
- Week 12 Linear Models & Decision Trees
- Week 13 Neural Networks & Support Vector Machine
- Week 14 Bayesian Classifier & Ensemble Methods
- Week 15 Clustering
- Week 16 Dimension Reduction
각 주차별 학습 내용이 정리되어 있습니다.