Financial Portfolio Optimization
What you'll learn
- Portfolio Optimization
- The effect of uncertain asset prices
- The effect of deterministic asset prices
- Coding in GAMS
- Coding in FICO
- Stochastic Optimization application in Finance
- There are no pre-requisites. We start from zero.
Analysing financial portfolio theory using FICO Xpress
FICO Xpress is a mathematical modelling language, alternative to GAMS, Pyomo.
Step- by - step, no prerequisites.
No pre-requisites are needed: You do not have to know Programming (eg Python or MATLAB or C ++) at ALL because we go through all the commands needed , in great detail and with many examples.
We start from scratch, so that you do not need to have done any preparatory work in advance at all. Just follow what is shown on screen, because we go slowly as we explain everything in detail.
Nothing for you to guess or search online because we go slowly, and fully explain what is shown on screen.
If you are an experienced programmer, then you may find that the videos go very slowly. This is true because I break down every command, especially the complex ones. There are other online courses on Udemy that simply give the code, and give you an overall description of it, and then you have to figure out what it does. In my courses, we do the opposite: we go very slowly and examine every command. This is why some videos may be 30 minutes, and this is because we go in depth , and fully describe the code.
In this course, there is NOTHING for you to search around on google because every line of code is explained in detail.
So in the end of the course you will feel confident that you OWN everything that has been taught!
For the contents of this course, please watch the promo video and also read the contents and the reviews. This course has received very high reviews, on a consistent basis. This course has also been designed based on interview material (banks, energy companies/ organisations, software engineering roles etc) so by the end of it, you will be fully covered and confident that you will do well.
As you can read in my profile, I am Head of Research so I have extensive experience in this field. So you are in good hands. Good luck, and anything you need, I am and will be here to help you.
Who this course is for:
- Investors and Enterpreneurs
- PhD Students and Academics
- Postgraduate students with an interest in finance
I have a PhD in Analytics and Mathematical Optimization, applied to Energy Investments, from Imperial College London.
I currently am a Research Fellow, leading the Research in various industry projects, in Mathematical Optimization and Data Science, at Imperial College London.
I particularly enjoy new methodologies and algorithms for finding the solution to complex energy-related problems.
I am offering state-of-the-art consultancy and education in energy investments. Feel free to contact me for collaborative projects.