Lectures &  Videos

[Financial Technology]

• LLM을 활용한 투자분석 [퀀트투자 컨퍼런스 발표]

• Current state in financial technology

[Investment Management - Paper Review]

• "ChatGPT 투자 포트폴리오 분석"

• "Machine learning in asset management"

• "Tactical asset allocation, ..."

• "Enhanced portfolio optimization"

• "Enhanced scenario analysis"

• "Target date funds: A regime-based approach"

• "Portfolio optimization using Gerber statistic"

[Python + ChatGPT]

• "ChatGPT 투자분석 가능성 확인"

• "ChatGPT로 포트폴리오 최적화 파이썬 구현"

• "ChatGPT로 CAPM 파이썬 구현"

• "Portfolio optimization using Gerber Statistic"

[Portfolio Optimization]

• Mean-variance optimization (1)

• Mean-variance optimization (2)

• Mean-variance optimization (3)

• Mean-variance optimization (4) - (to be updated)

• Convex optimization (1)

• Convex optimization (2)

• Risk parity (1)

• Risk parity (2)

• Robust models (1) - (to be updated)

• Robust models (2) - (to be updated)

[Portfolio Optimization - Implementation]

• Excel (1): Mean-variance optimization

• Excel (2): Mean-variance optimization

• Octave/Matlab: Mean-variance optimization

• Python basic (1): Read data

• Python basic (2): Historical returns

• Python (1): Mean-variance optimization

• Python (2): Robust portfolio models

• Python (3): Risk parity

• Python (4): Backtest

[Investment Management - Other Topics]

• 퀀트전략 (1)

• 퀀트전략 (2)

• Principal components analysis (PCA)

• Fixed-income

• 자산관리 기술 트렌드

• 연기금의 자산배분

[Statistics]

• Standard error & sampling distribution

• Central limit theorem (CLT)

• Confidence interval

• p-value

• ANOVA

• PCA & SVD

[Economic Analysis / Cash Flow Analysis]

• Compound interest

• Discounting and present value

• Internal rate of return (IRR)

• Rate of return (ROR) analysis