Certificate in Artificial Intelligence & Quant Finance

Program Details

Eligibility

A bachelor’s degree in a subject with a strong foundation in calculus such as Mathematics, Physics, Engineering, Economics, Statistics or Operations Research.

If you are in the final year or pre-final year of the bachelor’s program with the coursework in mathematics already done, you are welcome to apply for admission.

Who should attend?

Curriculum: A bird’s eye view

1. Foundation in Maths

Matrices, Ordinary and partial differential equations, Sequences and series, Taylor series.
Basics of probability, Distributions, Expectation, Functions of a random variable, Moment generating function, Central Limit Theorem.

2. Explore the World of Finance

Forward rates, Yield-to-maturity, Duration, Convexity, Hedging with bonds, Floating rate notes, Interest Rate Swaps.
Arbitrage Relationships for Option Prices, Put-Call parity, Trading strategies involving options, Two-step and multi-step Binomial Tree for option pricing.

3. Essential Tools

This course builds Python programming skills with emphasis on data types, functions, modules, OOP, and file handling. It also introduces NumPy, Pandas, Matplotlib, and Seaborn for data analysis and visualization.
Covers AR(p) and MA(q) models (stationarity, invertibility, GE log returns examples), ARIMA framework (differencing, model selection via AIC/BIC), and forecasting with ARCH/GARCH for volatility clustering in financial data.

4. Heart & Soul of Quant Finance

Definition and classification of stochastic processes, discrete-time and continuous-time processes, martingales, Brownian motion.
A rigorous introduction to stochastic calculus and its applications in finance. Arbitrage-free valuation of contingent claims derived by martingale methods. Black-Scholes option pricing theory. Applications to complex contingent claims.

5. Numerical Methods

Generation of random numbers, Inverse Transform, Acceptance-Rejection Method, Pricing Path-Dependent Options, Variation Reduction Techniques, Control Variates, Antithetic Variates, Envelop Rejection method, Box-Muller method, Quasi Monte-Carlo Simulation

6. Credit Derivatives

Structural Models, Reduced Form Models, The Hazard Rate Model, Valuation of a CDS, Calibrating the CDS Survival Curve, CDS Risk Management.

7. Get your hands dirty with AI!!

This course introduces core machine learning concepts, including supervised, unsupervised, and reinforcement learning. It covers regression, classification, decision trees, probabilistic models, and evaluation metrics for practical applications.
This course focuses on ensemble methods, clustering algorithms, reinforcement learning basics, and neural network foundations. Students gain insights into backpropagation, activation functions, and introductory convolutional neural networks.
This course explores advanced deep learning architectures (CNNs, GANs, LSTMs) and reinforcement learning methods. Learners practice with NLP, model optimization, and tools like TensorFlow, Keras, and TensorBoard.

8. AI Applications in Quant Finance

Explores AI and ML application in Finance, including algo trading, feature engineering, time series application and regulatory standards.
Covers AI-driven financial analysis, including sentiment analysis, fraud detection, volatility modeling & model interpretability.

What Distinguishes Certificate in AI & Quant Finance of SQF?

Career Opportunities

Graduates of the program will be well-positioned for a wide range of high-demand roles at the intersection of AI, machine learning, and quantitative finance, including:

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