SHORT-TERM VIRTUAL COURSE ON “ INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT "

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Course Description

Business organizations have to increasingly depend on capital markets to finance their operations in the changing financial environment. Finance professionals must understand the functioning of financial markets and various instruments offered/ traded in the market to mobilize finance for corporate activities and hedge financial risk. Further, an in-depth understanding of the nature of each instrument as an investment vehicle is of interest to finance professionals. With the rise of Artificial Intelligence (AI) and Machine Learning (ML) techniques, the domain has become more intriguing and exciting than ever before. Over the next few decades, AI and ML will transform not only the finance industry but also other industries that borrow significantly from finance. This program has been carefully designed to help students, academics, analysts, traders, brokers, consultants, and other industry professionals understand the investment management process and those who are either currently exposed to or foresee artificial intelligence, machine learning, and data science proliferate their work environment. Click here for Syllabus

Course Highlights

• To equip them with various data science tools and techniques for Big Data exploratory analysis in finance domain, data visualization, and data wrangling
• To familiarise the learners with the working of capital markets
• To equip them with valuation techniques for various instruments
• To equip them with techniques for analyzing the risk and return implications of various instruments and security portfolios
• To familiarise them with the fundamentals of modern portfolio theory
• To develop the student's skills to construct an efficient portfolio of financial assets.
• To develop the skill of the students to measure the performance of fund managers
• To demonstrate the applications of AI & ML based models in the finance domain
• To equip the learners with various tools and techniques related to AI & ML driven Big Data exploratory analysis, data visualization, and data wrangling
• To impart the relevant knowledge and tools related to AI & ML time-series models such as ARIMA models, stationarity, unit root testing, and examining short-term and long-term relationships
• The course will cover R-programming tutorial sessions to the extent required to implement portfolio optimization concepts

Course takeaways

After pursuing the course, the participants would be able to:

• Learn and apply advanced data science techniques to clean, sort, wrangle and visualize data, and conduct exploratory data analysis in the finance domain
• Understand how the financial markets function
• Analyze the risk and return of financial securities and portfolios with the help of R-programming
• Measure the value and the interest rate risk of bonds
• Do a technical and fundamental analysis for stocks with the help of R-programming
• Apply the asset pricing models and develop trading strategies and implement these concepts with the help of R-programming
• Understand how to construct and manage an equity and debt portfolio and implement these concepts with the help of R-programming
• Examine and evaluate asset pricing models using portfolios (CAPM, APT, Single- and Multi-index models)
• Apply these asset pricing models and develop portfolio management strategies and implement these concepts with the help of R-programming
• Evaluate the performance of fund managers using simple and advanced portfolio performance parameters
• Implement AI and ML based prediction techniques such as regression and classification models using R programming and perform residual diagnostics of the model
• Understand and apply panel data models and perform model diagnostics
• Conduct non-linear data analysis with advanced AI and ML routines logistic regression and quantile regression tools and evaluate the performance of competing models

Course Director

Prof. Abhinava Tripathi is a faculty of Finance at IME, IIT Kanpur. He is a PhD from IIM Lucknow. Previously, He has done his B-Tech. in Chemical Engineering from IIT Roorkee and MBA from IIM Kozhikode. He has more than ten years of experience in financial consulting. This includes advisory and consulting services to government organizations, managerial and analytical roles in investment banking (SBICAPS, Project Advisory and Structured Finance division), corporate banking (ICICI, Large corporate banking division), and credit rating (ICRA). His current research focusses on the area of “Liquidity and Market Efficiency” in the context of the global financial markets. He has published articles in international journals, including Applied Economics, Finance Research Letters, International Review of Economics & Finance, Journal of Asset Management, and Studies in Economics and Finance, among others.

Who can attend

• Undergraduates
• Graduates
• Doctoral Fellow
• Post-doctoral fellow
• Junior faculty members
• Senior faculty members
• Working professionals

Date of Commencement:  January 13, 2024     Time:  6:00 PM to 7:15 PM (IST)    

Class Mode:Online    Frequency:  1.15 hours class (Every Saturday & Sunday)      

Duration of course: 12 Weeks

Registration Link: https://forms.gle/Bd2rknZaCi2SbjNN7

Course Fee 

• For a discount on Group registration of 5 persons and above contact  reshma@sici.org.in, meenakshi@sici.org.in