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Data Science

Course Descriptions and Schedule

MSDS 451-DL : Financial and Risk Analytics


Building upon probability theory and inferential statistics, this course provides an introduction to risk analytics. Examples from economics and finance show how to incorporate risk within regression and time series models. Monte Carlo simulation is used to demonstrate how variability in data affects uncertainty about model parameters. Additional topics include subjectivity in risk analysis, causal modeling, stochastic optimization, portfolio analysis, and risk model evaluation.

Recommended prior course: MSDS 413-DL Time Series Analysis and Forecasting.

Prerequisites: MSDS 420-DL Database Systems and Data Preparation and MSDS 422-DL Practical Machine Learning.

Winter 2019
Start/End DatesDay(s)TimeBuildingSection
01/07/19 - 03/25/19Optional Sync M
7 – 9:30 p.m. 55
InstructorCourse FormatStatusCAESAR Course ID
Sanyal, Dipyaman
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