SYST 538: Analytics for Financial Engineering and Econometrics
Section InformationThis course 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. It will provide a foundation of basic theory and methodology as well as applied examples with techniques to analyzing large financial and econometric data. Hand-on experiments with R will be emphasized throughout the course.
- SYST 538-001: Analytics for Financial Engineering and Econometrics
- R; 7:20 pm - 10:00 pm
- : 120
Course Information from University Catalog