Premium CourseadvancedDec 2024 Updated

Numerical Python for AI & Finance

Numerical Computation

Linear Algebra, Calculus & SDEs from Scratch. Master the mathematical foundations of AI and Finance using high-performance Python.

What you'll master

Implement core LA algorithms (SVD, QR, Eigen-decomposition) from scratch

Understand sparse matrix optimization and compressed row storage

Leverage **NumPy** and **Polars** for vectorized math at scale

Prerequisites

basic programming fluency
comfort with technical self-study
willingness to complete implementation labs

Deep Dive

High-Performance Linear Algebra - Implement core LA algorithms (SVD, QR, Eigen-decomposition) from scratch Multivariate Calculus & Optimization - Master the implementation of modern optimizers (AdamW, Lion, SOAP) from first principles Stochastic Calculus & Random Simulation - Implement Brownian Motion, Ornstein-Uhlenbeck, and Ito's Lemma in code

Final Deliverable

The Path Simulator.