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Financial Time Series

Master's level | 7.5 credits | Course code: MSA410
Spring 2021
50% Day
Period: 25 March 2021 - 6 June 2021
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

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Course Syllabus


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:

Study Guidance, tel: 031-772 3505


Department of Mathematical Sciences
41296 Göteborg

Visiting address: Chalmers Tvärgata 3

Phone: 0317721000

Page Manager: Jörgen Ölund
Last update: 2/18/2020 2:41 PM

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Page Manager: Jörgen Ölund|Last update: 10/16/2018

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