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II. DS: Chs 4-5 - ARMDAT

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Section II: Data Science (DS)
As applied to derivative security valuation, data science (DS) is the broader discipline of transforming raw market price and trading-volume data into structured, analysis-ready information. In practice, it involves cleaning, organizing, and preparing data for conventional statistical analysis as well as more advanced machine-learning applications.

Asset Prices & Returns

Volatility Measures and Market Expectations
Understand the Linkage
Data science is usually more focused on insight, interpretation, and communication, while machine learning is more focused on model building, optimization, and automation. They overlap heavily, but data science asks, “What is happening and why?” while machine learning asks, “Can we learn a rule that predicts what happens next?”.

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