Statistics Modeling and Analysis in Financial Engineering
金融工程中的統計模型與分析
Overview
Long 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.
