Multivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main emphasis on uncovering their underlying dependence structure. This course offers a broad introduction to its ...
This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning t ...