Master
2022/2023
Forecasting at the Financial Markets
Type:
Elective course (Master of Finance)
Area of studies:
Finance and Credit
Delivered by:
HSE Banking Institute
Where:
HSE Banking Institute
When:
2 year, 3 module
Mode of studies:
distance learning
Online hours:
20
Open to:
students of one campus
Instructors:
Ivan Stankevich
Master’s programme:
Finance
Language:
English
ECTS credits:
6
Contact hours:
12
Course Syllabus
Abstract
The course is an introduction to main forecasting techniques used in economics and finance. It covers topics ranging from data collection and preparation to econometrics, general equilibrium and machine learning models used in forecasting. This course is mostly practical, not theoretical, so a significant amount of time will be devoted to application of the models discussed to real data.