2024/2025

Анализ временных рядов

Статус: Маго-лего

Кто читает: Банковский институт

Когда читается: 3 модуль

Охват аудитории: для своего кампуса

Язык: русский

Кредиты: 3

Программа дисциплины

Аннотация

Time Series Analysis (Master level) is an elective course designed for the first year Master students of “Finantial Analytic” Program. This is an intermediate course of Time Series Theory for the students specializing in the field of Finance and Banking. The course is taught in English.The stress in the course is made on the sense of facts and methods of time series analysis. Conclusions and proofs are given for some basic formulas and models; this enables the students to understand the principles of economic theory. The main stress is made on the economic interpretation and applications of considered economic models.