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.

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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

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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

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

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Optional Modules – Data Science

Intro to Data Science: Learn What It Takes to Become a Data Scientist
Udacity

Machine Learning
Udacity

• Further Reading
  
  • Machine Learning Engineer Nanodegree
    Udacity

Model Building and Validation
Udacity

CSE 8803 Special Topics: Big Data
Udacity

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Optional Modules – Mathematical Finance

Pricing Options with Mathematical Models
edX

Computational Investing, Part I
Coursera

Machine Learning for Trading: Offered at Georgia Tech as CS 7646
Udacity

Build Business and Financial Models: Use spreadsheet models to make data-driven financial decisions
Coursera

• Further Reading
  
  • Investment Management in an Evolving and Volatile World
    Coursera
  • Make Smart Investment Decisions in a Global World: Learn how a wealth-generating investment portfolio functions in practice.
    Coursera
  • Become a Strategic Financial Manager: Develop an integrated financial management framework.
    Coursera

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