Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Assessment - Algoritmos y Análisis de Datos
Contenido 1 Escenario: 2 Objetivo del Caso: 3 Instrucciones y Lineamientos 4 Recursos Permitidos 5 Reglas del Juego y Advertencias 6 Rúbrica de Evaluación Algoritmos y Análisis de Datos - Assessment v1 FZ2022 Algoritmos y Análisis de Datos Published October 14, 2024 1 Escenario: Eres un gestor de fondos de renta variable con el objetivo de...
4118 sym 1 tbl
Workshop 7 - Statistics for AI
Content 1 Introduction to Time Series 2 Non stationary variables - The Random Walk model for stock prices 3 Monte Carlo simulation for the random walk model 3.1 Downloading data for the S&P500 3.2 Estimating the parameters of the random walk model 3.2.1 Simulating the random walk with drift 4 References Workshop 7, Advanced AI - Statistics Mod...
9421 sym Python (2216 sym/14 pcs) 2 img
Portfolio Index - Example - Econometric Models
Content 1 Download prices 2 Creating an index for an equally-weighted portfolio: 3 Adding the INDEXPORT to the price dataset 4 Calculate returns for all prices and the Index 5 Download the risk-free rate 6 Adding the premium returns to the price dataset 7 Visualize relationship between premium returns 8 RUNNNG THE CAPM FOR THE INDEX1 PORTFOLIO Po...
2610 sym Python (8590 sym/33 pcs) 2 img
Workshop 3 Solution - Econometric Models
Content 1 Q Estimating the CAPM model for a stock 2 The CAPM model 3 Data collection 3.1 Download stock data 3.2 Download risk-free data from the FED 3.3 Estimating the premium returns 4 Visualize the relationship 5 Q Estimating the CAPM model for a stock 6 CHALLENGE 1 7 READING 8 Quiz 3 and W3 submission Workshop 3 Solution, Econometric Models...
12623 sym Python (7731 sym/18 pcs) 2 img 2 tbl
Statistics for AI - Project 1 - Directions for improvement
Content 1 Introduction 2 Feedback 3 Regarding descriptive statistics of financial ratios 4 Regression Diagnosis 5 Interpretation of the 2nd version of your model Project 1 improvement Author Alberto Dorantes D. Published August 27, 2024 Abstract These are directions to improve your first draft of Project 1: Analyzing the US financial m...
4179 sym
Workshop 2 Solution - Econometric Models
Content 1 The Central Limit Theorem 2 Introduction to Hypothesis testing 3 The Linear regression model 4 CHALLENGE: Running a market regression model with real data 4.1 Data collection 4.2 Return calculation 4.3 Visualize the relationship 4.4 RUNNING THE MARKET REGRESSION MODEL 4.4.1 95% CONFIDENCE INTERVAL OF THE BETA COEFFICIENTS 5 CHALLENGE ...
21014 sym Python (4241 sym/13 pcs) 2 img
Workshop 3 - Econometric Models
Content 1 Q Estimating the CAPM model for a stock 2 The CAPM model 3 Data collection 3.1 Download stock data 3.2 Download risk-free data from the FED 3.3 Estimating the premium returns 4 Visualize the relationship 5 Q Estimating the CAPM model for a stock 6 READING 7 Quiz 3 and W3 submission Workshop 3, Econometric Models Author Alberto Doran...
6240 sym Python (3786 sym/13 pcs) 2 img 2 tbl
Workshop 1 Solution - Econometric Models
Content 1 Introduction to data management in Finance 1.1 Importing Python packages 1.2 Downloading real financial prices 2 Return calculation 2.1 Simple and continuously compounded (cc) return 2.2 Reviewing the concept of natural logarithm 2.3 Return calculation 3 Descriptive statistics for Finance 3.1 Central tendency measures 3.1.1 Arithme...
33615 sym 8 img 10 tbl
Workshop 2 - Econometric Models
Content 1 The Central Limit Theorem 2 Introduction to Hypothesis testing 3 The Linear regression model 4 CHALLENGE: Running a market regression model with real data 4.1 Data collection 4.2 Return calculation 4.3 Visualize the relationship 4.4 RUNNING THE MARKET REGRESSION MODEL 5 CHALLENGE 1 6 CHALLENGE 2: RUN A MARKET REGRESSION MODEL FOR A US ...
10497 sym Python (4241 sym/13 pcs) 2 img
Workshop 2 - Statistics for AI
Content 1 Workshop Directions 2 The Central Limit Theorem 2.1 The Uniform Probability Distribution 2.2 Monte Carlo simulation 2.2.1 Simulating numbers with the UNIFORM probability distribution 2.2.2 CHALLENGE 2.2.3 CHALLENGE 2.2.4 Simulating numbers with the NORMAL probability distribution 2.2.5 CHALLENGE 2.2.6 CHALLENGE 3 THE CLT DEFINITION 4 ...
17366 sym Python (1992 sym/13 pcs) 6 img 4 tbl