量化研究员与数据科学家的自我修养——精选网络公开课(高性能计算、数据科学、金融数学)

Open Online Courses in Maths and Computing with Emphasis on Data Science and Mathematical Finance

This curriculum of massive open online courses (MOOC) covers most topics included in an M.Sc. in High-Performance Computing with the addition of core modules in data science and mathematical finance.

Compulsory Modules

Introduction to C++
edX

MIT 2.097/6.339/16.920 Numerical Methods for Partial Differentail Equations
YouTube

  • Further Reading
    • Introduction to Numerical Methods
      Udemy
    • Practical Numerical Methods with Python
      GW Open edX
    • Numerical Methods in Engineering with Python, 3rd Edition
      pdf
    • Introduction to Python for Computational Science and Engineering (A beginner’s guide)
      pdf
    • Introduction to Programming with MATLAB
      Coursera
    • Introduction to Numerical Methods and Matlab Programming for Engineers
      pdf
    • Applied Numerical Methods with MATLAB for Engineers and Scientists. Third Edition
      pdf

Introduction to Computer Science and Programming Using Python
edX

Introduction to Computational Thinking and Data Science
edX

  • Further Reading
    • Statistical Mechanics: Algorithms and Computations
      Coursera

Optional Modules – High Performance Computing

High Performance Computing: Offered at Georgia Tech as CS 6220
Udacity

  • Further Reading
    • High Performance Scientific Computing
      Coursera

Intro to Parallel Programming: Using CUDA to Harness the Power of GPUs
Udacity

  • Further Reading
    • Heterogeneous Parallel Programming
      Coursera

High Performance Computer Architecture: Pipelines, Caches, and MultiCores
Udacity

Functional Programming Principles in Scala
Coursera

Design of Computer Programs: Programming Principles
Udacity

  • Further Reading
    • Algorithms: Design and Analysis, Part 1
      Coursera
    • Algorithms: Design and Analysis, Part 2
      Coursera
    • Computability, Complexity & Algorithms: The Power and Limitation of Algorithms
      Udacity

Optional Modules – Data Science

Statistical Thinking for Data Science and Analytics
edX

Machine Learning Foundations: A Case Study Approach
Coursera

  • Further Reading
    • Machine Learning
      Coursera

Data Manipulation at Scale: Systems and Algorithms
Coursera

Introduction to Big Data with Apache Spark
edX

  • Further Reading
    • Scalable Machine Learning
      edX

Hadoop Platform and Application Framework
Coursera

  • Further Reading
    • Introduction to Big Data Analytics
      Coursera
    • Machine Learning With Big Data
      Coursera
    • Cloud Computing Applications
      Coursera

Deep Learning: Taking machine learning to the next level
Udacity

Optional Modules – Mathematical Finance

Pricing Options with Mathematical Models
edX

  • Further Reading
    • Asset Pricing, Part 1
      Coursera
    • Asset Pricing, Part 2
      Coursera

Mathematical Methods for Quantitative Finance
Coursera

  • Further Reading
    • Principles of Economics with Calculus
      edX
    • Topics in Mathematics with Applications in Finance
      MIT OpenCourseWare
    • Computational Science and Engineering I
      MIT OpenCourseWare
    • Mathematical Methods for Engineers II
      MIT OpenCourseWare

Introduction to Computational Finance and Financial Econometrics
Coursera

Computational Investing, Part I
Coursera

Math in Sports
edX

Welcome to Game Theory
Coursera

  • Further Reading
    • Game Theory
      Coursera
    • Game Theory II: Advanced Applications
      Coursera

Financial Markets
Coursera

  • Further Reading
    • ECON 252: FINANCIAL MARKETS (2011)
      Open Yale Courses

Make Smart Investment Decisions
Coursera

  • Further Reading
    • Investment Management in an Evolving and Volatile World
      Coursera

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