The student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...
Regression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with linear models and some of their extensions, which lie a ...
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 ...
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...