IIT kanpur Workshop on "Data Analytics in Investment, Risk and Portfolio Management".
Overview:
- The Industrial and Management Engineering (IME) department at IIT Kanpur, is organizing a short-term course on "Data Analytics in Investment, Risk and Portfolio Management".
- The proposed Data Analytics in Investment, Risk and Portfolio Management short term course would explore the different introductory aspects of quantitative and mathematical finance, as the program's curriculum aims to build up from the fundamentals to the applications aspect.
Date of Workshop:
- 25 Sept to 31 Oct 2021 (during weekends)
Contents:
- Financial Statistics (EVD, Sampling, Bootstrapping, Simulation, etc.)
- Stochastic Processes and their Application in Quantitative Finance (Brownian Motion, Markov Process, Itô's Lemma, Weiner Process, etc.)
- Regression Analysis: Simple regression, Multiple regression, Dummy variable regression along with Probit and logit regression, and Application of regression techniques using financial data
- Introduction to Panel data analysis and causal inference methods
- Time series analysis and Forecasting (MA, Exponential Moving average, Holt Method, Holt Winter Method, etc.)
- Optimization and Application in Portfolio Management (Markowitz Model, LP and Integer programming formulation, etc.)
- Fixed Income Securities: Specifics, Valuation and Risk Management
- Equity Valuation: Valuation methods and introduction to portfolio management and more..
Who can Apply:
One Should attend if:
- Postgraduate & doctoral student
- a faculty member who is well trained in his/her subject areas, and
- an industry expert who has the domain experience, such that you may utilize the concepts in the areas related to Quantitative Finance, Investment Analysis, Risk Management, Credit Risk Modeling, etc.
How to Apply:
- The participants are advised to apply online by paying the registration cost.
- After paying the registration cost participants have to fill the online google form.
Details to be filled while registration
Course Code: IITK/CCE/21-22/017
Course Title: Data Analytics in Investment, Risk and Portfolio Management
Course Duration: 25 Sept to 31 Oct 2021
Registration Cost:
| Participants from abroad (Others): | US$ 325 |
| Industry/Research Organizations: | Rs. 17,700 (Including GST) |
| IIT Kanpur Student | Rs. 5,000 |
| Non-IIT Kanpur Student | Rs. 5,900 (Including GST) |
| IIT Kanpur Faculty | Rs. 10,000 |
| Non-IIT Kanpur Faculty | Rs. 11,800 (Including GST) |
Important Dates:
- Registration Deadline: July 25, 2021