We are offering free webinars in which we demonstrate how to make full use of ApaLibNET's extensive functionality. A valid license is not a requirement, you find the subscription form at the bottom of this page.
Currently scheduled webinars...
Topic: Clustering & Graph Functionality
Date: May 17, 2024
Time: 1-3pm, UTC +2 (Zurich, Switzerland time zone)
Delivery: Microsoft Teams
Costs: Free
Speaker: Andreas Steiner
Content Outline:
- Introduction
- Hierarchical Clustering: Single, Complete & Average Linkage
- Evaluating Clustering Results
- Plotting Clustering Results: Dendrograms
- Cluster-Based Portfolio Construction: Waterfall Allocations
- k-Means Clustering
- Distance Concepts: Correlation, Euclidian, Manhattan, Chebyshev & Minovski
- Graph Theory: Minimum Spanning Tree, Freeman Centralization, Degree/Closeness/Eigenvector Centrality, Adjacency/Incidence Matrices, Shortest Distances
- Online Tools for Plotting Minimum Spanning Trees
- Discussion & Outlook
Topic: Temporal Aggregation and Disaggregation
Date: June 14, 2024
Time: 1-3pm, UTC +2 (Zurich, Switzerland time zone)
Delivery: Microsoft Teams
Costs: Free
Speaker: Andreas Steiner
Content Outline:
- Introduction
- Temporal Aggregation
- Temporal Aggregation Matrix
- New Aggregation Functions
- Legacy Aggregation Function
- Temporal Disaggregation
- The Issue
- Regression-Based Approaches:
- Chow/Lin, Fernand
- Chow/Lin, Fernandez, Litterman, Diagonal Methods
- Temporal Disaggregation is not Imputation
- Other Temporal Functionality
- Rolling Windowing
- Exponentially-Weighted Observations
- Discussion & Outlook
Participants will receive all spreadsheet examples and presentation slides after the event.
Past events, which will be scheduled again at a later point...
- April 2024: Imputation - Filling Data Gaps
- February 2024: Mean-Variance Portfolio Construction
- January 2024: Probability Distributions
- December 2023: Correlation Scenario Analysis and Stress Testing
- November 2023: Conditional Correlations
Upcoming events, which will be scheduled at a later point...
- tba: Contribution and Attribution Calculations
- tba: Return and Performance Calculations
- tba: Risk & Risk-Adjusted Performance Measurement
If you would like to subscribe to the webinar series, please send us the information below. We will email you meeting links before each event.
