ApaLibNET

Advanced Portfolio Analytics Library .NET

 
 
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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: Linear Algebra & Matrix Manipulations

Date: July 19, 2024

Time: 1-3pm, UTC +2 (Zurich, Switzerland time zone)

Delivery: Microsoft Teams

Costs: Free

Speaker: Andreas Steiner

Content Outline:

  • Introduction
  • Selecting Data, Filtering Numerical Data
  • Constructing Matrices: Ones, Zeros, Identity, Populating Diagonals,
  • Matrix Transformations: First Difference, Vectorisation & Reverse Vectorisation, Linear Vector Space, Flip, Concatenate, Repeat, Shift Cirular/Padded, Replace Zero Values, Sorting, Toeplitz Matrix, Hankel Matrix, Lagged Matrix
  • Elementray Linear Algebra: Pseudoinverse, Adjugate, Cofactors, Minors, Condition Number, Rank, Trace, Kroeneker Product
  • Standardizing, Centering, Double-Centering, Normalizing
  • Row/Colum Sums, Row/Column Averages, Averaging Diagonals,
  • Matrix Factorizations: Eigendecomposition, Singular Value Decomposition, LU Decomposition, Cholesky Decomposition, QR Decomposition
  • Discussion & Outlook

 

Past events which will be scheduled again at a later point...

  • June 2024: Temporal Aggregation & Disaggregation
  • May 2024: Clustering & Graph Thery
  • 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
  • tba: Simulation Techniques - Portfolio Weights, Resampling, Markov Regime Switching Processes, Price Processes, Wealth Simulator, Deriving Efficient Frontiers As Convex Hulls on Simulated Data
  • tba: Regression Techniques - OLS, WLS, Piecewise, Statistical Factor Models, Treynor/Mazuy, Single Index Models
  • tba: Specialized Statistical Techniques - Copula Models, SSA (Singular Singluar Spectral Analysis), Hodrick/Prescott Filter
  • tba: System/License Management
  • tba: Miscellaneous Statistical Techniques - Plotting Cones, CSV Data, Ichimoku Chart, Technical Analysis, Z-Scores, Nelson/Siegel/Svensson Yield Curve, Credit Ratings, Various Statistical Tests

 

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. You can unsubscribe anytime.