Financial Modeling and Prediction

Content

• Financial data literacy and spreadsheet engineering; investment appraisal (NPV, IRR, scenarios, break-even)
• Data workflows with KNIME: import, consolidation, KPIs and dashboards
• Time-series forecasting, Return, risk, drawdown, Sharpe ratio and diversification
• Market efficiency, backtesting of trading strategies and paper trading
• Beta estimation, the CAPM and the cost of capital (WACC)
• Company valuation: discounted cash flow (DCF), multiples, scenario and Monte-Carlo analysis
• Currency risk and hedging with forwards and options
• Credit scoring and fraud detection with machine learning; cost-sensitive decisions
• Generative AI in finance and AI governance
• Tools used: Microsoft Excel and KNIME Analytics Platform (optionally Interactive Brokers paper trading and cloud/AI services)