2014-2015 University Catalog 
  
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2014-2015 University Catalog

SYST 438 - 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. Provides a foundation of basic theory and methodology as well as applied examples with techniques to analyzing large financial and econometric data.

Corequisite(s): STAT 354.

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