1 / 10

Fin250f:Financial Forecasting Spring 2010

Fin250f:Financial Forecasting Spring 2010. Blake LeBaron blebaron@brandeis.edu www.brandeis.edu/~blebaron/classes/fin250f TA: Xia Meng. Introduction. Description Prerequisites Readings Computer issues Grading Outline. What is this course?. Financial forecasting Time series

brasen
Download Presentation

Fin250f:Financial Forecasting Spring 2010

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Fin250f:Financial ForecastingSpring 2010 • Blake LeBaron • blebaron@brandeis.edu • www.brandeis.edu/~blebaron/classes/fin250f • TA: Xia Meng

  2. Introduction • Description • Prerequisites • Readings • Computer issues • Grading • Outline

  3. What is this course? • Financial forecasting • Time series • Econometrics/statistics

  4. Prerequisites • Required: • Fin201 (basic finance knowledge) • Or Econ171 for BA/MA students • Probability/Statistics (Econ211f/212f) • Econometrics class • Mathematical statistics class • Multivariate linear regression (simple) • Math: Calculus (1 sem.) • Computer skills (enthusiasm) • Who can take this course? • 2nd year MA, MBAi • MSF, BA/MA • 2nd year and beyond Ph.D

  5. Required Material • Books • Brooks, Introductory Econometrics for Finance • Web notesGriffiths, Matlab lecture notes • SoftwareMatlab (student version/computer cluster)www.mathworks.com (student version)

  6. Recommended Material • Books • MATLAB Primer, by Davis and Sigmon

  7. Computer Issues • Matlab student edition • Can also use Sachar machines • Programs and data from course website • Toolboxes: • Statistics, Optimization, Econometrics

  8. Grading • Problem sets (33%) • Midterm exam (33%) • Group project (33%)

  9. Course Outline • Website

  10. First Assignment • Get MATLAB working • Read: • Brooks, chapter 1 • Brooks, appendix A1-A5

More Related