Carnegie Mellon University

Financial Data Science II

Professor: Max G'Sell

Department: Statistics

Course Number: 46923

Description: The second in a two-course sequence covering methods of extracting useful information from raw financial data. Focus is placed on fundamental tools of statistical inference useful for fitting models to financial data, including those with complex multivariate form. Topics include parameter estimation, uncertainty quantification, resampling methods, copulas, Bayesian inference, hypothesis testing, and regression.

Prerequisites: 46921