Markowitz model

(ML 14.1) Markov models - motivating examples

Introduction to Markov models, using intuitive examples of applications, and motivating the concept of the Markov chain.

From playlist Machine Learning

(ML 14.2) Markov chains (discrete-time) (part 1)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

Hidden Markov Model Clearly Explained! Part - 5

So far we have discussed Markov Chains. Let's move one step further. Here, I'll explain the Hidden Markov Model with an easy example. I'll also show you the underlying mathematics. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Mar

From playlist Markov Chains Clearly Explained!

(ML 14.4) Hidden Markov models (HMMs) (part 1)

Definition of a hidden Markov model (HMM). Description of the parameters of an HMM (transition matrix, emission probability distributions, and initial distribution). Illustration of a simple example of a HMM.

From playlist Machine Learning

(ML 14.5) Hidden Markov models (HMMs) (part 2)

Definition of a hidden Markov model (HMM). Description of the parameters of an HMM (transition matrix, emission probability distributions, and initial distribution). Illustration of a simple example of a HMM.

From playlist Machine Learning

4. Portfolio Diversification and Supporting Financial Institutions

Financial Markets (2011) (ECON 252) In this lecture, Professor Shiller introduces mean-variance portfolio analysis, as originally outlined by Harry Markowitz, and the capital asset pricing model (CAPM) that has been the cornerstone of modern financial theory. Professor Shiller commences

From playlist Financial Markets (2011) with Robert Shiller

How to Estimate the Parameters of a Hidden Markov Model from Data [Lecture]

This is a single lecture from a course. If you you like the material and want more context (e.g., the lectures that came before), check out the whole course: https://boydgraber.org/teaching/CMSC_723/ (Including homeworks and reading.) Intro to HMMs: https://youtu.be/0gu1BDj5_Kg Music: h

From playlist Computational Linguistics I

Data Science - Part XIII - Hidden Markov Models

For downloadable versions of these lectures, please go to the following link: http://www.slideshare.net/DerekKane/presentations https://github.com/DerekKane/YouTube-Tutorials This lecture provides an overview on Markov processes and Hidden Markov Models. We will start off by going throug

From playlist Data Science

Hidden Markov Model : Data Science Concepts

All about the Hidden Markov Model in data science / machine learning

From playlist Data Science Concepts

23. The Mutual Fund Theorem and Covariance Pricing Theorems

Financial Theory (ECON 251) This lecture continues the analysis of the Capital Asset Pricing Model, building up to two key results. One, the Mutual Fund Theorem proved by Tobin, describes the optimal portfolios for agents in the economy. It turns out that every investor should try to m

From playlist Financial Theory with John Geanakoplos

What is bounded rationality?

The term “bounded rationality” was introduced by Nobel laureate Herbert Simon who asked, how do human beings reason when the conditions for rationality postulated by neoclassical economics theory are not met?” In this talk at the Summer Institute for Bounded Rationality 2014, Gerd Gigerenz

From playlist Most popular videos

Modern Portfolio Theory : Python for Finance 8

In this video I'll show you how to search the whole stock market to make portfolios that maximize return while minimizing risk using The Modern Portfolio Theory! I'll do that using a combination of the Markowitz Portfolio Optimization technique with the Sharpe Ratio. This one video will

From playlist Python for Finance

[T1 2022] Sebastian Schreiber - Coevolution of habitat choice in a stochastic world

Joint work with Alex Hening and Dang Nguyen. Species live and interact in patchy landscapes where environmental conditions vary both in time and space. In the face of this spatial-temporal heterogeneity, species may co-evolve how they select habitat patches. Under equilibrium conditions,

From playlist [T1 2022] Workshop - Mathematical models in ecology and evolution - March 21st to 25th, 2022

CERIAS Security: Quantitative Risk Assessment of Software Security and Privacy 2/6

Clip 2/6 Speaker: Mehmet Sahinoglu · Auburn University at Montgomery, AL The need for information security is undeniable and self-evident. The pervasiveness of this critical topic requires primarily risk assessment and management through quantitative means. To conduct an assessment; repea

From playlist The CERIAS Security Seminars 2009

The Aspirational Investor - Ashvin Chhabra

Friends Forum: December 4, 2015 "The Aspirational Investor" Ashvin Chhabra More videos on http://video.ias.edu

From playlist Friends of the Institute

24. Risk, Return, and Social Security

Financial Theory (ECON 251) This lecture addresses some final points about the CAPM. How would one test the theory? Given the theory, what's the right way to think about evaluating fund managers' performance? Should the manager of a hedge fund and the manager of a university endowment

From playlist Financial Theory with John Geanakoplos

Investment Portfolio Management : Python for Finance 7

In this video I'll show you how to create stock portfolios that Maximize Return while Minimizing Risk! I'll do that using a combination of the Markowitz Portfolio Optimization technique with the Sharpe Ratio. This one video will take you Investment Portfolio Management knowledge to a High

From playlist Python for Finance

(ML 14.3) Markov chains (discrete-time) (part 2)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

How Hidden Markov Models (HMMs) can Label as Sentence's Parts of Speech [Lecture]

This is a single lecture from a course. If you you like the material and want more context (e.g., the lectures that came before), check out the whole course: https://boydgraber.org/teaching/CMSC_723/ (Including homeworks and reading.) Music: https://soundcloud.com/alvin-grissom-ii/review

From playlist Computational Linguistics I

The World's Strongest MRI Machine

https://nationalmaglab.org/ Scientists use animal models to study human health issues in this very powerful machine at the National High Magnetic Field Laboratory.

From playlist Virtual Tours