ARPM Certification - Project

The practical project is an individual project of your choice that analyzes one or more topics in the Advanced Risk and Portfolio Management (ARPM) Topics.
Breadth of coverage is favored over depth.

The project consists of three components:

a one-page description of the project
the associated Python, MATLAB or R code
a 10-minute recorded video presentation of the project.

The grade for the project is a number P in the interval [0,1].
The grade for the project is computed as P=(D+C+V)/3, where "D", "C" and "V" are three numbers, each in the interval [0,1].
The number "D" evaluates the description. Candidates are expected to clearly state assumptions, methodology and conclusions.
The number "C" evaluates the code: if the code is modular, easily readable, and accurately mirrors the description C=1; if it does not run C=0; for the intermediate cases an intermediate value will be determined.
The number "V" evaluates the video presentation. Candidates are expected to speak clearly and to be able to communicate quantitative concepts to an audience of interested generalists.

To submit the project, candidates should adhere strictly to the guidelines below.
For each violation, P is multiplied by a factor 0.8

Guidelines

1. Description
- Write the description of your project in LaTeX or Word
- Strictly adhere to the notation conventions of the ARPM Topics
- Save it in .pdf format as “Description.pdf”
- Ensure that the total length of “Description.pdf”, including any potential figures, does not exceed one page

2a. Code: environment
- Write and test the code directly on the ARPM Lab
- Work and save your code within your personal folder, named "myFiles", that you find pre-loaded in the Lab coding environments (important: the content of every other folder is overwritten and lost when you close the session!)

2b. Code: style
- Strictly adhere to the notation conventions of the ARPM Topics
- Create one and only main script “S_Main.py” or “S_Main.m”
- Place all the code, functions and data in one folder named (your own) "FirstName-LastName-Project"
- Ensure that the main script runs the whole project within the folder

3. Presentation
- Record an audio/video presentation of your project “Video presentation.mp4“ (you can use e.g. this software )
- Strictly adhere to the notation conventions of the ARPM Topics
- Use screen-sharing to showcase any materials you deem useful
- Overlay your audible commentary as you illustrate your project
- Show your face in one corner of the screen as you speak
- Ensure that the total length of your presentation does not exceed 10 minutes

4. Submission
- Place “Description.pdf” and “Video presentation.mp4” together with the code in folder "FirstName-LastName-Project" (you can drag-and-drop or upload the files into the folder from myFiles or from the Jupyter Lab environment)
- Send an email to information@arpm.co
from the email address associated with your ARPM Lab account
subject line “ARPM Certification Practical Project”
body: empty
- Do not modify folder “FirstName-LastName-Project” after sending the email

Allowed R packages:

name: base
channels:
name: base
Channels: - conda-forge
- defaults
Dependencies:
- r-askpass=1.1
- r-assertthat=0.2.1
- r-backports=1.1.5
- r-base=3.6.1
- r-base64enc=0.1_3
- r-bit=1.1_14
- r-bit64=0.9_7
- r-bitops=1.0_6
- r-blob=1.2.0
- r-broom=0.5.2
- r-callr=3.3.2
- r-caret=6.0_84
- r-cellranger=1.1.0
- r-class=7.3_15
- r-cli=1.1.0
- r-clipr=0.7.0
- r-clisymbols=1.2.0
- r-codetools=0.2_16
- r-colorspace=1.4_1
- r-config=0.3
- r-crayon=1.3.4
- r-curl=4.2
- r-data.table=1.12.6
- r-dbi=1.0.0
- r-dbplyr=1.4.2
- r-desc=1.2.0
- r-devtools=2.0.2
- r-digest=0.6.23
- r-dplyr=0.8.3
- r-e1071=1.7_2
- r-ellipsis=0.3.0
- r-evaluate=0.14
- r-fansi=0.4.0
- r-farver=2.0.1
- r-forcats=0.4.0
- r-foreach=1.4.7
- r-forecast=8.7
- r-forge=0.2.0
- r-fracdiff=1.4_2
- r-fs=1.3.1
- r-generics=0.0.2
- r-ggplot2=3.2.1
- r-gh=1.0.1
- r-git2r=0.26.1
- r-glue=1.3.1
- r-gower=0.2.1
- r-gtable=0.3.0
- r-haven=2.2.0
- r-hexbin=1.27.3
- r-highr=0.8
- r-hms=0.5.2
- r-htmltools=0.3.6
- r-htmlwidgets=1.3
- r-httpuv=1.5.2
- r-httr=1.4.1
- r-ini=0.3.1
- r-ipred=0.9_9
- r-irdisplay=0.7
- r-irkernel=1.0.2
- r-iterators=1.0.12
- r-jsonlite=1.6
- r-kernsmooth=2.23_15
- r-knitr=1.26
- r-labeling=0.3
- r-later=1.0.0
- r-lattice=0.20_38
- r-lava=1.6.6
- r-lazyeval=0.2.2
- r-lifecycle=0.1.0
- r-lmtest=0.9_37
- r-lubridate=1.7.4
- r-magrittr=1.5
- r-markdown=1.1
- r-mass=7.3_51.4
- r-matrix=1.2_17
- r-memoise=1.1.0
- r-mgcv=1.8_29
- r-mime=0.7
- r-modelmetrics=1.2.2
- r-modelr=0.1.5
- r-munsell=0.5.0
- r-nlme=3.1_141
- r-nnet=7.3_12
- r-numderiv=2016.8_1.1
- r-nycflights13=1.0.0
- r-openssl=1.4.1
- r-pbdzmq=0.3_3
- r-pillar=1.4.2
- r-pkgbuild=1.0.6
- r-pkgconfig=2.0.3
- r-pkgload=1.0.2
- r-plogr=0.2.0
- r-plyr=1.8.4
- r-pracma=2.2.5
- r-prettyunits=1.0.2
- r-processx=3.4.1
- r-prodlim=2019.11.13
- r-progress=1.2.2
- r-promises=1.1.0
- r-ps=1.3.0
- r-purrr=0.3.3
- r-quadprog=1.5_7
- r-quantmod=0.4_15
- r-r2d3=0.2.3
- r-r6=2.4.1
- r-randomforest=4.6_14
- r-rappdirs=0.3.1
- r-rcmdcheck=1.3.3
- r-rcolorbrewer=1.1_2
- r-rcpp=1.0.3
- r-rcpparmadillo=0.9.800.1.0
- r-rcurl=1.95_4.12
- r-readr=1.3.1
- r-readxl=1.3.1
- r-recipes=0.1.7
- r-rematch=1.0.1
- r-remotes=2.1.0
- r-repr=1.0.1
- r-reprex=0.3.0
- r-reshape2=1.4.3
- r-rlang=0.4.2
- r-rmarkdown=1.14
- r-rodbc=1.3_15
- r-rpart=4.1_15
- r-rprojroot=1.3_2
- r-rsqlite=2.1.2
- r-rstudioapi=0.10
- r-rvest=0.3.5
- r-scales=1.1.0
- r-selectr=0.4_1
- r-sessioninfo=1.1.1
- r-shiny=1.3.2
- r-sourcetools=0.1.7
- r-sparklyr=1.0.2
- r-squarem=2017.10_1
- r-stringi=1.4.3
- r-stringr=1.4.0
- r-survival=2.44_1.1
- r-sys=3.3
- r-tibble=2.1.3
- r-tidyr=1.0.0
- r-tidyselect=0.2.5
- r-tidyverse=1.2.1
- r-timedate=3043.102
- r-tinytex=0.17
- r-tseries=0.10_47
- r-ttr=0.23_5
- r-urca=1.3_0
- r-usethis=1.5.1
- r-utf8=1.1.4
- r-uuid=0.1_2
- r-vctrs=0.2.0
- r-viridislite=0.3.0
- r-whisker=0.4
- r-withr=2.1.2
- r-xfun=0.11
- r-xml2=1.2.2
- r-xopen=1.0.0
- r-xtable=1.8_4
- r-xts=0.11_2
- r-yaml=2.2.0
- r-zeallot=0.1.0
- r-zoo=1.8_6