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George Mason University
    George Mason University
   
 
 
 
2016-2017 University Catalog 
  
2016-2017 University Catalog

SYST 538 - Analytics for Financial Engineering and Econometrics

Credits: 3
Not Repeatable for Credit
Offered by Systems Engineering and Operations Research  
This course 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, financial time series analysis, portfolio theory and risk 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. Hand-on experiments with R will be emphasized throughout the course.

Equivalent to OR 538

Prerequisite(s): Graduate standing.
Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
When Offered: Fall