Financial Time Series

Master's level | 7.5 credits | Course code: MSA410

Spring 2021

50% Day

Göteborg

Period: 25 March 2021 - 6 June 2021
INSTRUCTION LANGUAGE: English

2 Opens 15 September GU-21758

2) Only EU/EEA citizens and students with approved residence permit in Sweden can apply

About the Course

This course introduces time-series techniques and their application to the analysis and forecasting of financial time-series. Emphasis is given to nonlinear methods applied to high-frequency financial data.

The theoretical discourse is supplemented by hands-on data analysis. Familiarity with a statistical software analysis tool (like Matlab, Splus, R) is assumed.

More Information

http://www.chalmers.se/math/...

Course Syllabus

MSA410

Requirements and Selection

Requirements: Knowledge of basic probability at the level of MSG100/MSG110 and of statistics at the level of MSG200. Knowledge of stochastic processes at the level of MSG400 is highly desirable.

Selection: All eligible applicants who have applied before the deadline will be granted a place.

Tuition Fee

Application fee: 900 SEK
Full course cost: 14 875 SEK
First payment: 14 875 SEK

EU/EEA citizens, Swedish residence permit holders and exchange students do not pay fees. More information on: http://www.universityadmissions.se