Analytics for Financial Engineering and Econometrics. 3 credits

Catalog description

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, pricing models, 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. Offered by Systems Engr & Operations Rsch . Limited to two attempts. Equivalent to SYST 438 .