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Overview
What you will study
In the Machine Learning Goes Global course offered by American University of Sharjah (AUS), we calculate 148 stock characteristics and use them to feed a repertoire of different models.
The algorithms extract predictability mainly from simple, yet popular, factor types—such as momentum, reversal, value, and size. All individual models generate substantial economic gains; however, combining them proves to be particularly effective. A global value-weighted forecast combination strategy earns 1.51% per month at an annualized Sharpe ratio of 1.49. Despite the overall robustness, the machine learning performance varies substantially across models, countries, and firm size environments. The strategies work best in small stocks, as well as in markets with many listed firms and high idiosyncratic risk limiting arbitrage.
Programme Structure
The program focuses on:
- Machine Learning
- Cross-Sectional Return Predictability
- International Stock Markets
Key information
Duration
- Full-time
- 1 days
Start dates & application deadlines
- StartingApply anytime.
More details
- Open to public with no prior registration.
Language
English
Delivered
On Campus
Disciplines
Machine Learning View 3 other Short Courses in Machine Learning in United Arab EmiratesAcademic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Student insurance
Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:
- Additional medical costs (i.e. dental)
- Repatriation, if something happens to you or your family
- Liability
- Home contents and baggage
- Accidents
- Legal aid
We partnered with Aon to provide you with the best affordable student insurance, for a carefree experience away from home.
Get your student insurance nowStarting from €0.53/day, free cancellation any time.
Remember, countries and universities may have specific insurance requirements. To learn more about how student insurance work at American University of Sharjah (AUS) and/or in United Arab Emirates, please visit Student Insurance Portal.
Other requirements
General requirements
- We will consider exceptional non-PhDs under some circumstances on a case-by-case basis.
- Representatives of the relevant governments who wish to share their research with our audience are also welcome to join our series.
Tuition Fee
To always see correct tuition fees
-
International
FreeTuition FeeBased on the tuition of 0 AED for the full programme during 1 days. -
National
FreeTuition FeeBased on the tuition of 0 AED for the full programme during 1 days.
- The seminars are free.
Living costs for Sharjah
3400 - 5200 AED /month
Living costs
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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