INTD1212A-W19
Stats Models of Stock Market
Statistical Models of the Stock Market
In this course we will learn about how the stock market works and more specifically what it means to be a “quant”. Students will use Matlab extensively or another statistical package to try and build models that predict future stock movements. Morning lectures/discussions will focus on the workings of the stock market and the inefficiencies that might be present. In afternoons lab sessions and as homework students will work by themselves or in teams (with the instructor’s help) to build actual models of future stock prices. Students will learn not only how to build those models but also how to evaluate how effective they are.
In this course we will learn about how the stock market works and more specifically what it means to be a “quant”. Students will use Matlab extensively or another statistical package to try and build models that predict future stock movements. Morning lectures/discussions will focus on the workings of the stock market and the inefficiencies that might be present. In afternoons lab sessions and as homework students will work by themselves or in teams (with the instructor’s help) to build actual models of future stock prices. Students will learn not only how to build those models but also how to evaluate how effective they are.
- Term:
- Winter 2019
- Location:
- Sunderland Lanuage Ctr 122(SDL 122)
- Schedule:
- 10:30am-12:30pm on Friday at SDL 122 (Jan 7, 2019 to Feb 1, 2019)
10:30am-12:30pm on Monday, Wednesday at SDL 130 (Jan 7, 2019 to Feb 1, 2019)
1:00pm-4:00pm on Tuesday at SDL 122 (Jan 7, 2019 to Feb 1, 2019) - Type:
- Lecture
- Instructors:
- Scott Smallwood
- Subject:
- Interdepartmental
- Department:
- Interdepartmental
- Division:
- Interdisciplinary
- Requirements Fulfilled:
- WTR
- Levels:
- Undergraduate
- Availability:
- View availability, prerequisites, and other requirements.
- Course Reference Number (CRN):
- 11493
- Subject Code:
- INTD
- Course Number:
- 1212
- Section Identifier:
- A