CSE577 Financial Time-Series Analysis 3 credits Financial markets create many time series, for example, stock prices and foreign currency exchange rates. In this course, you'll learn advanced statistical techniques to handle financial time series. The objectives are to model the stochastic mechanism that generates the observed series and to predict the future values of a series based on the history of that series.
Emphasis is given to multivariate and nonlinear methods applied to high-frequency financial data.
This course fulfills all or part of the prerequisite requirements for CSE578 Financial Markets, Price Behavior and Technical Trading . Scheduling Financial Time-Series Analysis is scheduled to be offered at the following times. If you have additional questions about how this course may apply to your degree program, please send e-mail to the CSE academic coordinator .