Financial Econometrics and Machine Learning

Graduate / Professional

This is a course in advanced statistical methods for finance including econometrics, machine learning, and artificial intelligence. The applications of these methods focus on topics in empirical asset pricing including return prediction, risk modeling, portfolio choice, and factor modeling, among others. The goal of the course is to build a state-of-the-art statistical skill set for empirical asset pricing and practical asset management. Must be taken along with part two, MGMT 7207 /ECON TBD. ½ Course cr F 1pm-4pm