Mar 28, 2024  
2019-2020 Graduate Catalog 
    
2019-2020 Graduate Catalog [ARCHIVED CATALOG]

FIN 7670 Financial Data Analytics


This course focuses on data-driven analytic techniques for valuation and decision making using financial market information. The course will cultivate students quantitative thinking and modeling skills by emphasizing application of financial econometrics in modern data sets. This course weighs equally on both theoretical and practical learning. As for theories regarding financial time series, we will learn linear time series models for stationary series (AR, MA, ARMA) and for unit-root non-stationary series; volatility analysis (ARCH, GARCH). The course will also cover entry-level topics in empirical asset pricing models (CAPM and other factor models) Practical learning involves using R to read, manipulate, and analyze financial data with real applications.



  Prerequisite(s): MBA 6050  
Credits: 3.0