2014-2015 University Catalog 
  
  Catalog Home
  General Information
  Courses
  Programs of Study
  Bachelor's/Accelerated Master's Programs
  Mason Core
  INTO Mason
  University Honors
  College of Education and Human Development
  College of Health and Human Services
  College of Humanities and Social Sciences
  College of Science
  College of Visual and Performing Arts
  Krasnow Institute for Advanced Study
  School for Conflict Analysis and Resolution
  School of Law
  School of Management (now School of Business)
  School of Public Policy (now School of Policy, Government, and International Affairs)
  Volgenau School of Engineering
  Applied Science, BAS
HELP
2014-2015 University Catalog

OR 538 - Analytics for Financial Engineering and Econometrics

Credits: 3 (NR)
Introduces the basic analytics for financial engineering and econometrics, topics include financial transactions and econometric data management, correlation, linear and multiple regressions for financial and economic predictions, stochastic dynamic models and financial time series analysis. It will provide a foundation of basic theory and methodology as well as applied examples with techniques to analyzing large financial and econometric data.

Equivalent to SYST 538.

Prerequisite(s): STAT 515 or STAT 544.

Notes: Course cannot be applied for credit towards the MS in Operations Research degree.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Spring, Fall.