Financial Data Analytics

2 Credits

Introduces the skills and computing languages for analyzing financial data and testing financial models. Covers topics such as the ordinary least square regression (OLS) estimator, its properties and applications, statistical inference, and univariate and multivariate analysis. The focus is on working with data and applying econometric models to financial applications such as estimating asset pricing models, portfolio choice, and the efficient frontier. The course will use Python programming language, Google Colab environment, and matching learning packages.