| Next start | September 23, 2026 |
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The Certificate is an online program beyond master’s level, divided into two complementary tracks: Machine Learning, and Quantitative Finance.
The program starts twice a year in September and in February, and it takes 5 months to complete each Track.
The certificate builds mathematically deep competence in machine learning and quantitative finance, aligned with roles in financial engineering, risk management, and quantitative investing.
You develop the ability to approach problems analytically and structure them correctly.
The program prepares you to operate independently on quantitative problems, with clarity in both methodology and interpretation.
You strengthen your capacity for logical thinking, quantitative reasoning, and model-based problem solving.
You build the skills needed to apply methods in practice, not only to understand them, working through real use cases in a consistent framework.
The Certificate is organized into two complementary tracks: a Machine Learning Track, focused on statistical and machine learning methods, and a Quantitative Finance Track, focused on their applications in financial engineering, risk management, and portfolio construction.
The two tracks can be followed in any order and may also be attended individually, depending on background and objectives.
The courses in this track cover in depth the Machine Learning topics in the Lab, learn more
Mathematical Statistics for Finance
Linear Mean-Covariance Learning
Probabilistic Machine Learning
Time Series and Reinforcement Learning
The courses in this track cover in depth the Quantitative Finance topics in the Lab, learn more
Financial Engineering
Portfolio and Enterprise Risk Management
Portfolio Construction and Trading
For participants who want to refresh their knowledge, the Certificate also includes Mathematics, Finance, and Python Primers, which are optional and self-paced, designed to prepare for a smooth progression through the core courses, learn more
Mathematics Primer
Finance Primer
Python Primer
The two Tracks can be completed in any order. Within each Track, the courses follow a specific sequence.
Each Course comprises 6 units over a period of 6 weeks. During each week, participants attend two live classes (each lasting 1 hour), and recordings are also available. Each unit includes a homework assignment, and each course concludes with a practical project. All work is reviewed and graded by our instructors.
The Primers (Mathematics, Finance, Python) are optional and self-paced, allowing participants to review prerequisites as needed.
Track Courses and Primers are accessed through the ARPM website, which combines a Learning Management System (LMS) for course organization and the ARPM Lab as the core learning environment.
The LMS is used to manage course access, schedule, and communication, while all learning and practical work take place in the Lab. The Lab is a 4,000-page e-textbook on machine learning and its applications across all of quantitative finance, with code, animations, and an AI tutor.
All the study/practice materials for the Certificate are accessible online and constantly updated in the ARPM Lab
Upon attaining the Certificate in Machine Learning for Quantitative Finance you qualify for lifetime access to the ARPM Lab.
Share your journey with top institutions worldwide, who chose ARPM for their Advanced Corporate Program.
You can join twice a year: the Fall semester starts in September and the Spring semester starts in February.
You can switch in and out of a course and continue where you left at a later time.
The Certificate has thousands of Alumni from around the world, including industry leaders and academics.
Our alumni hold key positions at leading organizations across the world, including Bank of America, Barclays, Merrill Lynch, J.P. Morgan, HSBC, Deutsche Bank, Bank of China and Bloomberg.