Random walk of prices
Simulate price paths with geometric Brownian motion and compare them with a real stock series.
All pathsDiscover Coursera PlusAfter step 2 After step 4 After step 5
Data & AI · 35Advanced
Quantitative Analyst
Mathematically minded learners heading for finance or insurance.
Mathematics for machine learning, probability, inference, advanced statistical techniques and machine learning.
493hours of coursework
50weeks at 10 h
5steps
15courses
3universities
Target skills
Applied MathematicsStatisticsData ScienceData AnalysisStatistical AnalysisStatistical MethodsProbability & StatisticsStatistical InferenceModel OptimizationMachine LearningRegression AnalysisProbability Distribution
Skill labels as listed on Coursera.
Target jobs
- Quantitative analyst
- Data actuary
- Risk manager
Progression
- 1Imperial College LondonBeginnerPython, NumPy
Stated prerequisites: High school maths; basic Python helpful for course 3
Show the 3 courses
Course Level Length Rating (reviews) Mathematics for Machine Learning: Linear Algebra Beginner 19 h 4.6 (12,618) Mathematics for Machine Learning: Multivariate Calculus Beginner 18 h 4.7 (5,786) Mathematics for Machine Learning: PCA Intermediate 21 h 4.0 (3,190) - 2University of Colorado BoulderIntermediateR, Python, Jupyter Notebooksacademic credit
Stated prerequisites: Calculus through Calculus II (multivariate preferred) and some R or Python experience
Show the 3 courses
Course Level Length Rating (reviews) Probability Foundations for Data Science and AI Intermediate 43 h 4.5 (300) Discrete-Time Markov Chains and Monte Carlo Methods Intermediate 33 h 4.5 (22) Statistical Estimation for Data Science and AI Intermediate 29 h 4.0 (99) - 3University of Colorado BoulderIntermediateR, Jupyter Notebooksacademic credit
Stated prerequisites: Calculus through Calculus II (multivariate preferred) and some R programming experience
Show the 3 courses
Course Level Length Rating (reviews) Probability Foundations for Data Science and AIalready taken Intermediate 43 h 4.5 (300) Statistical Estimation for Data Science and AIalready taken Intermediate 29 h 4.0 (99) Statistical Inference and Hypothesis Testing in Data Science Applications Intermediate 37 h 4.6 (55) - 4Illinois TechIntermediateR, Python
Show the 5 courses
Course Level Length Rating (reviews) Linear Regression Intermediate 27 h 4.6 (31) Model Diagnostics and Remedial Measures Intermediate 20 h 4.9 (11) Variable Selection, Model Validation, Nonlinear Regression Intermediate 21 h — Bayesian Computational Statistics Intermediate 89 h — Data Preparation and Analysis Intermediate 80 h — - 5University of Colorado BoulderIntermediatePython
Show the 3 courses
Course Level Length Rating (reviews) Introduction to Machine Learning: Supervised Learning Intermediate 23 h 4.5 (67) Introduction to Machine Learning: Unsupervised Learning Intermediate 15 h 4.6 (24) Introduction to Deep Learning Intermediate 18 h 4.5 (24)
With Coursera Plus
This path takes 493 hours, about 12 months at 10 hours a week. A Coursera Plus subscription gives access to most of its courses during that time.
Projects to build
Value at risk
Estimate a portfolio’s VaR by historical, parametric and Monte Carlo methods.
Credit score
Build a credit default model on public data and assess it with the ROC curve.
Free textbooks
Mathematics for Machine LearningM. P. Deisenroth, A. A. Faisal, C. S. OngFree PDF
Introduction to Probability, 2nd ed.J. K. Blitzstein, J. HwangFree online version
An Introduction to Statistical Learning (Python)G. James, D. Witten, T. Hastie, R. Tibshirani, J. TaylorFree PDF
Probabilistic Machine Learning: An IntroductionKevin P. MurphyFree PDF, CC BY-NC-ND