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5010593: C20 Statistics

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Semester:WS 20/21
Art:Modul/LV/Prüfung
Sprache:Englisch
ECTS-Credits:4.0
Plansemester:1
Lektionen / Semester:40.0 L / 30.0 h
Selbststudium:90.0 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2020)

Lehrveranstaltungen

Beschreibung

  • An Introduction to tidy statistics and programming in RSourcing and downloading Financial Data (e.g. from Refinitiv Datastream and Eikon)Supervised vs. unsupervised learningLinear and multiple regressionsClassification problemsPrincipal components and clustering

Lernergebnisse

  • Students understand and can apply simple and multiple linear regressions as well as corresponding diagnostic tests.Students understand the pitfalls related to financial time series and know the corresponding methods and tools to overcome them.Students understand the concepts of supervised and unsupervised learning, can give examples and apply such methods to financial datasets.

Kompetenzen

Lehrmethoden

Interactive lectures, exercises

Literatur

  • DeFusco, R. A., McLeavey, D. W., Pinto, J. E., Runkle, D. E., & Anson, M. J. P. (2015). Quantitative Investment Analysis (3 ed.). Hoboken, New Jersey: Wiley.Groebner, D. F., Shannon, P. W., & Fry, P. C. (2017). Business Statistics: A Decision-Making Approach (10 ed.). Boston: Pearson.James, G., Witten, D., Hastie, T., & Tibshirani, R. (2013). An Introduction to Statistical Learning: With Applications in R (1st ed.). Springer.

Prüfungsmodalitäten

See lecture(s) within the module

Prüfungen

  • PWW-MA_Statistics (WS 20/21, bewertet)