APPLIED TIME SERIES ANALYSIS IN BANKING RISK MANAGEMENT

Catalog description

Prerequisites: Undergraduate courses in MAT 126, MAT 311 and CIS 151 or instructor permission. Introduction to key concepts and applications of time series analysis for bank risk management data-driven decision-making. Analysis, decomposition, segmentation, model selection and estimation, statistical and hypothesis testing, and forecasting and sensitivity testing. Use of actual datasets for applied analysis; revenue forecasting future scenarios; interactive classroom instruction in SAS programming environment. Offered occasionally.