View by Day
14:00 | Public Lecture
Prof. Stanley Zin (New York University) "Monetary Policy and Financial Markets"
CERGE-EI invites you to an ADEMU public lecture by Prof. Stanley Zin (New York University) entitled "Monetary Policy and Financial Markets", co-organized with ADEMU (A Dynamic Economic and Monetary Union).
17:00 | Economics Discovery Hub
Practical Application of Statistical Methods in Finance using R
Thursdays 17:00 - 18:30
Starting date: 26 April 2018
Finishing date: 17 May 2018
Duration: 4 Sessions
Course instructor: Peter Štefko
Registration for this course is closed. Please read about our selection process. Follow EDH on Facebook for the latest news and tips.
The course will demonstrate examples of practical applications of statistical methods in finance using the R programming language environment.
Preliminary outline of the course:
- The power of random numbers: Monte Carlo Simulations
- Yield curves and dimensionality reduction
- Market efficiency and algorithmic trading
Prerequisites:
- Basic understanding of R programming techniques as well as some experience with probability, statistics and linear algebra are advantageous, though not necessary
- Participants need to bring their own laptops
Participants who attend at least 75% of the sessions will obtain a Certificate of Attendance issued by CERGE-EI.
About the facilitator:
Peter Štefko
Peter Štefko is currently a PhD candidate at CERGE-EI, focusing mostly on econometrics of financial markets and market microstructure. He has used the R programming environment extensively during his studies and is currently applying it both in his doctoral research as well as in a commercial sector position.
We thank our partners for supporting the Economics Discovery Hub.
