Browse Hierarchy MTH7004P: Time Series with Financial Applications

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This module will present the techniques of Time Series analysis. These will allow the student to better understand how to use historical data series. The student will learn how to extract any trend and cyclic component of a data series, calculate the autocorrelation, learn about autoregressive and moving average models, and cointegration. The module will develop the notions around realistic financial examples and solutions with hands on experience., specifically in understanding the evolution of financial assets and other more complex data.

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