| Call Number | 15936 |
|---|---|
| Day & Time Location |
M 10:10am-12:00pm 516 Hamilton Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Pedro Tremacoldi Rossi |
| Type | SEMINAR |
| Method of Instruction | In-Person |
| Course Description | This is a topics course in financial economics intended for Economics MA students. The focus of the course is on applied methods, including training with financial data, estimation methods, and identification strategies for causal analysis in finance research. Students will cover papers and gain practical experience in execution algorithms, machine learning in asset pricing, asset demand systems, financial intermediaries, trading costs, and passive investments. Prior coding and programming experience in a specific language are not strictly necessary, but basic knowledge of R or Python are helpful. |
| Web Site | Vergil |
| Department | Economics |
| Enrollment | 24 students (54 max) as of 9:14PM Wednesday, November 20, 2024 |
| Subject | Economics |
| Number | GR5721 |
| Section | 001 |
| Division | Interfaculty |
| Open To | GSAS |
| Note | Open to Econ MA students only |
| Section key | 20243ECON5721G001 |