Advanced Analytics of Finance

5-0-7 units · Graduate

Introduces a set of modern analytical tools that specifically target finance applications. Topics include statistical inference, financial time series, event study analysis, and machine learning techniques. Focuses on how to apply these tools for financial and macro forecasting, quantitative trading, risk management, and fintech innovations such as big-data lending and robo-advisors. 15.457 is a more advanced version of 15.450 . Students with a solid background in statistics and proficiency in programming are encouraged to register for 15.457 .