Courses
Questions, corrections, or suggestions? Feel free to leave a comment on the course pages. Your feedback is essential for refining these course materials.
2026
Earlier
量化投资/金融数据分析 Quantitative Investment (2025)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2024)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2022)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
量化投资/金融数据分析 Quantitative Investment (2023)
Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques
Warnings hanging over my head:
Students are taught minor details in statistics when the hard business of quantitative thinking in economics is getting the data straight; they are taught minor details in mathematics when the hard business of mathematical economics is getting economic ideas straight. (In fact they are often taught mistaken details: that statistical significance, for example, has anything to do with substantive significance; or that a proof on a blackboard is the same thing as a proof in the world [McCloskey 1998; McCloskey and Ziliak 1996]). In most schools they are taught nothing about writing, when the hard business of economic thinking is getting the words straight.
– Deirdre N. McCloskey