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Statistical Learning in Finance using R (FNCE6036)

Course description

This course involves using R to analyze financial data. Statistical techniques will be introduced and these techniques will be applied to empirical data using R. The statistical techniques include: parametric and nonparametric (Kernel Density Estimation) fitting of distributions, profile likelihood, regression analysis, regression regularization and variable selection, cross validation, bootstrapping, risk management applications and stress testing.Students are expected to have basic knowledg...


Seminar Required

Graded, 0.5 Credit Units

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