Events

HPC Training in Financial Analytics (1 to 5 August 2016)

By September 8, 2016No Comments

The Financial Analytics session was attended by 28 participants from the academia and Government financial institutions. The training was facilitated by Dr. Panashe Chiurunge a renowned global financial computing consultant. There was deeper look into the data preparation techniques for finance as well as data and code optimisation. Areas of study also included the principal component analysis, Bayesian regression an implied volatilities. Simulation of Ban runs and forecasting financial time series data using machine learning techniques was carried out.

The trainer concentrated on the Financial Mathematics Simulation and Modelling, Financial Risk and Stress Testing, Financial Data Analytics, Financial Sentiment Analysis, Apps Practical’s and Demonstrations, Machine Learning Methods for Finance and Predictive Analytics which includes Descriptive Analytics, Diagnostic Analytics, Discovery Analytics, Predictive Analytics, Prescriptive Analytics