| Call Number | 14023 |
|---|---|
| Day & Time Location |
TR 2:40pm-3:55pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Joyce T Robbins |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | This course covers topics in statistical finance, with a focus on methodological and practical problems. Topics will include an overview of common financial data, regression and machine learning methods in prediction, models of volatility and covariance, and a survey of topics in risk management and portfolio construction. |
| Web Site | Vergil |
| Department | Statistics |
| Enrollment | 44 students (86 max) as of 9:07PM Monday, December 15, 2025 |
| Subject | Statistics |
| Number | GR5293 |
| Section | 001 |
| Division | Interfaculty |
| Open To | Engineering:Graduate, GSAS |
| Note | DSI and STAT MA students only. |
| Section key | 20261STAT5293G001 |