Financial Time Series

About this programme

No fees are charged for EU and EEA citizens, Swedish residence permit holders and exchange students. This course introduces time-series techniques and their application to the analysis and forecasting of financial time-series. Emphasis is given to nonlinear methods applied to high-frequency financial data. The theoretical discourse is supplemented by hands-on data analysis. Familiarity with a statistical software analysis tool (like Matlab, S-PLUS, R) is assumed. Knowledge of basic probability at the level of MSG100/MSG110 and of statistics at the level of MSG200. Knowledge of stochastic processes at the level of MSG400 is highly desirable. All eligible applicants who have applied before the deadline will be granted a place. Mathematical Sciences is a joint department of Chalmers/University of Gothenburg. Your education takes place in the spacious and bright premises of Mathematical Sciences at the Chalmers campus Johanneberg, where there are lecture halls, computer rooms and group rooms. Here you can also find student lunch room and reading room, as well as student counsellors and student office.