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CodeCourse OfferingSEEM4730/ ESTR4508
TitleLong Course TitleStatistics Modeling and Analysis in Financial Engineering金融工程中的統計模型與分析
OverviewLong Description Financial data are undoubtedly rich from stock markets and many websites and sources such as Bloomberg and Reuters.  This course studies empirical research methods in financial engineering,  i.e., deriving intelligence from data through data analysis and statistical inference.  In particular, this course addresses important issues of a statistical nature such as: use of different financial market data models, estimation of model parameters, simplification of models, and elaboration of models.  The key objective of this course is to address how the prices of stocks and other financial assets behave.毫無疑問,金融數據非常豐富。特別是近年來,各類網站資源(比如彭博、路透)提供的股票價格等金融數據愈來愈快捷。本科旨在學習實證分析方法在金融工程中的應用,如何運用概率統計推斷方法對數據進行有效分析。特別是本科要回答如下統計意義下的問題:各類金融市場的數據模型,模型的參數估計,模型的簡化和模型的精確化等。本科的主要目的就是要理解與認識股票以及其它金融資產的價格的變動。
Department of Systems Engineering and Engineering Management, CUHK