ARMA Models

Learn the mathematical foundations essential for financial engineering and quantitative finance: linear algebra, optimization, probability, stochastic processes, statistics, and applied computational techniques in R. Modern finance is the science of decision making in an uncertain world, and its language is mathematics. As part of the MicroMasters® Program in Finance, [...]

In this course you learn to build, refine, extrapolate, and, in some cases, interpret models designed for a single, sequential series. There are three modeling approaches presented. The traditional, Box-Jenkins approach for modeling time series is covered in the first part of the course. This presentation moves students from [...]

En este curso se aplican fundamentos estadísticos y econométricos para analizar bases de datos; lo anterior, con el fin de identificar el comportamiento de variables y su relación con otras variables. En el curso también aplican técnicas básicas de pronósticos a través de diferentes metodologías. Se considera que las [...]