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Searched for: 1 subject found.
15.457 Advanced Analytics of Finance
(
)
Prereq: 15.401, 15.414, or 15.415
Units: 5-0-7
Credit cannot also be received for 15.450
Introduces a set of modern analytical tools that specifically target finance applications. Topics include statistical inference, financial time series, event study analysis, and basic machine learning techniques for forecasting. Focuses on how to apply these tools for financial and macro forecasting, quantitative trading, risk management, and fintech innovations such as Kensho's "financial answer machine'' and big-data lending platforms. 15.457 is a more advanced version of 15.450. Students with solid background in statistics and proficiency in programming are encouraged to register for 15.457.
H. Chen
Textbooks (Spring 2020)
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