STSCI 5610

Data Science in Risk Modeling

Course Description

Course information provided by the 2024-2025 Catalog. Courses of Study 2024-2025 is scheduled to publish mid-June.

The course teaches statistical methods used in modeling risk in asset returns. Students in this course will be able to: identify time series dependency in selected financial data, analyze trade-off between risk and return of a portfolio, analyze tail risk in context of asset returns, and apply factor analysis in context of asset returns.

Prerequisites/Corequisites Prerequisite: STSCI 3080.

Last 4 Terms Offered (None)

Outcomes

• Identify time series dependency in selected financial data.
• Analyze trade-offs between risk and return of a portfolio.
• Analyze tail risk in the context of asset returns.
• Apply factor analysis in the context of asset returns.

When Offered Spring.

Comments Preferred prerequisite: basic R programming skills.

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