SYST 438: Analytics for Financial Engineering and Econometrics
Section InformationIntroduces the basic analytics for financial engineering and econometrics. Topics include financial transactions and econometric data management, correlation, linear and multiple regressions for financial and economic predictions, financial time series analysis, portfolio theory, and risk analysis. Provides a foundation of basic theory and methodology as well as applied examples with techniques to analyzing large financial and econometric data. Hands-on experiments with R will be emphasized throughout the course.
- SYST 438-001: Analytics for Financial Engineering and Econometrics
- R; 7:20 pm - 10:00 pm
- : A349
Course Information from University Catalog