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AIFBA IMP TOPICS

The document outlines a series of modules focused on various aspects of financial banking enterprises, including digital technology, financial statistics, cluster analysis, market sentiment, trading algorithms, and fraud analytics. Each module highlights important topics and expected questions that cover key concepts and applications in the financial sector. The content emphasizes the integration of advanced technologies and statistical methods to enhance banking operations and decision-making.

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abcdx5795
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Download as PDF, TXT or read online on Scribd
8 views

AIFBA IMP TOPICS

The document outlines a series of modules focused on various aspects of financial banking enterprises, including digital technology, financial statistics, cluster analysis, market sentiment, trading algorithms, and fraud analytics. Each module highlights important topics and expected questions that cover key concepts and applications in the financial sector. The content emphasizes the integration of advanced technologies and statistical methods to enhance banking operations and decision-making.

Uploaded by

abcdx5795
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 1: Information Technology Infrastructure and Digitization of Financial Banking

Enterprises

Important Topics:

 Digital technology-driven processes in financial sector

 Blockchain technologies in banking

 GIFT City and Digital Money transfer mechanisms

 Digitization of services in financial sectors

 Profiling enterprise software

 Productivity and infallibility in operations

 Role of AI in transforming financial services

Expected Questions:

 Explain digital-driven processes used in banking

 Define infallibility in banking operations

 Use cases of enterprise software

 Markov Regime Switching Model

Module 2: Financial Statistics and The Sharpe Ratio

Important Topics:

 Probability, Combinatorics, Sample Mean, Variance, Skewness, Kurtosis

 Covariance and Correlation

 Capital Asset Pricing Model (CAPM)

 Sharpe Ratio and its application

 Financial returns and statement growth

 Time period analysis

Expected Questions:

 CAPM Model with components

 Sharpe Ratio and income statement evaluation

 Importance of mean, std. dev., etc. in finance


Module 3: Cluster Analysis

Important Topics:

 K-Means clustering (steps + algorithm)

 Sparsity in graphs and Glasso Penalization

 Wishart distribution and covariance matrices

 Undirected graphs and regression

 Regression on quarterly/yearly basis

Expected Questions:

 What is the Wishart distribution?

 Regression analysis in financial graphs

 K-means algorithm steps

 Prior vs posterior distributions in Bayesian analysis

Module 4: Gauging the Market Sentiment

Important Topics:

 Market regime switching

 Reading sentiment data, distributions

 Prediction-based trading and large movements

 Vectorization in backtesting

 Forex and chart analysis

 Sentiment impact on profitability

Expected Questions:

 Importance of prediction-based trading

 Vectorization in backtesting strategies

Module 5: Trading Algorithms

Important Topics:

 Vectorized Backtesting

 DNN/CNN-based Strategy Backtesting

 Risk management: Stop Loss (SL), Trailing Stop Loss (TSL), Take Profit (TP)

 Backtesting tools and risk scenarios


 Event-based backtesting

Expected Questions:

 Di erences between SL, TSL, and TP with examples

 Algorithmic backtesting concepts

Module 6: Fraud Analytics

Important Topics:

 Fraud lifecycle

 Tra ic Light Indicator Model

 Fraud detection models (visual & analytical)

 Glasso Penalization (advantages & limitations)

 Representations for fraud analytics

 Model calibration & documentation

Expected Questions:

 Common representations for fraud models

 Glasso advantages/limitations

 Tra ic Light Indicator and its role in fraud analysis

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