Download Files Size:
400 MB
Value:
$9.99
Random walk, autoregressive model, moving average model, arima model, arch and garch model
- Understand random walk models
-
Understand autoregressive models
-
Understand moving average models
- Understand heteroskedastic models and volatility modeling
- You should have an interest in quantitative finance as well as in mathematics and programming!
This course is about time series analyses. You will use R as the programming language and RStudio as the integrated development environment.
IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!
The aim of the course is to construct a model capable of forecasting future stock prices. You will learn about the most important time series related concepts:
- white noise
- moving average model
- autoregressive model
- conditional heteroskedastic models
In the last chapter you will implement a model (combining ARIMA and GARCH models) from scratch that is able to outperform the buy&hold (so long term investing) strategy!
- Anyone who wants to learn the basics of financial engineering
- Anyone who wants to learn the basics of time series analysis
Direct Download Links Below
BECOME A VIP MEMBER TODAY AND GET INSTANT ACCESS TO ALL FILES
All Direct Download Links – No Waiting Time – No Captcha – No Ads
======================================================
If you have any questions please contact us