STAT 373 Regression and Forecasting Methods in FinanceStatistics (2009-2010)
Application of regression and time series models in finance; multiple regression; algebraic and geometric representation of least squares; inference methods - confidence intervals and hypothesis tests, ANOVA, prediction; model building and assessment; time series modeling; autoregressive AR(1) models - fitting, assessment and prediction; moving average smoothing, seasonal adjustment; non-stationarity and differencing. [Offered: F]
Prerequisites: STAT 231 or 241; Computing & Financial Management students and Mathematics/Accounting students who began F06 or later.
Antirequisites: STAT 331, 361, 371, 372, 443
Sections For Fall 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Balka, Peter | 11:30-12:50 M T W Th F | 77/90 | 1 | 1 | 101 | OPT 401 | 5410 | |
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 05:30-06:20 M T W Th F | 77/90 | 101 | 1 | DWE 2527 | 5411 | ||
Sections For Spring 2009
STAT 373 is not held in Spring 2009