Agent-based Computational Finance: DSA ADS Course - 2023
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss evolutionary finance, financial time series, asset pricing, efficient markets, behavioral finance, market microstructure, genetic algorithms, neural networks, artificial financial markets, and evolutionary computation.
Discuss efficient markets hypothesis, the capital asset pricing model, and Black/Scholes options pricing formula.
Discuss pros and cons of the efficient markets hypothesis and when this theory is appropriate and not appropriate to apply (investment / trading time horizon considerations).
Discuss pros and cons of the capital asset pricing model and how modifications may or may not work in certain scenarios.
Discuss pros and cons of Black/Scholes options pricing formula and how modifications may or may not work in certain scenarios.
Discuss applied data science method / paradigm versus other asset allocation, investing and trading methods / paradigms.