In the upcoming winter term, we are offering our students the new master module "Advanced Data Science in Finance with Python". In this course, students will be taught advanced portfolio management topics using python. The module builds upon the bachelor course "Data Science in Finance with Python". In addition to classical relative and absolute portfolio optimization methods, parameter estimation robust techniques will be part of the course. Moreover, the course curriculum includes the construction of index and factor portfolios.
As this module is an advanced course, basic skills in statistical programming languages are a prerequisite for participation. These can for example be acquired in our course "Data Science in Finance with Python". The course language is German. As the number of participants is limited to 16, we ask you to apply with your transcript of records as well as an overview of your relevant skills in programming (esp. Python, R, Stata, SAS) until the beginning of the upcoming semester to the mail address IGeburtig@ku.de.