| Call Number | 17243 |
|---|---|
| Day & Time Location |
T 10:10am-12:40pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Gabriel Young |
| 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 | 54 students (54 max) as of 11:05AM Tuesday, December 16, 2025 |
| Status | Full |
| Subject | Statistics |
| Number | GR5293 |
| Section | 005 |
| Division | Interfaculty |
| Open To | GSAS |
| Note | Statistics MA and MAFN students only |
| Section key | 20261STAT5293G005 |