External Course

Quantifying the Behavior of Stock Correlations Under Market Stress: 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 complex systems and how to use multiple conceptual frameworks in attempt to understand dynamics of different complex system types.

Discuss correlations in complex systems using financial systems and quantifying state-dependent correlations in stock markets as example.

Multifractal Geometry in Stock Market Time Series - DSA External Course 2023

DSA External Course, 2023

Discuss fractals.

Discuss multifractal (multiscaling) attributes of time series of returns in stock markets.

Introduce a direct geometrical framework in attempt to understand underlying market dynamics and time series.

Discuss techniques allowing the multifractal decomposition including the Most Singular Manifold (MSM), which contains the relevant information about the dynamics of the series: it is possible to reconstruct the series (at a given precision) from the MSM.

Application of Probability Theory in Investing / Trading Strategies

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 application of probability theory in real world investing / trading scenarios.

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