George Mason University
George Mason University Mason
George Mason University

SYST 438: Analytics for Financial Engineering and Econometrics

Instructor Information

Section Information

Introduces 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.

Course Information from University Catalog

Credits: 3

Prerequisites:

Instructor Information
Expertise