Dear list members,
Richard Gerlach and Chao Wang will jointly present a one-day workshop on financial time series and risk forecasting, using the software package Matlab. The workshop assumes participants have a working knowledge of Matlab and also have an introductory understanding of time series modelling, e.g. AR, MA models, as well as the basics of estimation, e.g. least squares.
Please forward this email to anyone you know who may be interested to attend.
Date: Thursday 20 July, 2017
Time: 9am – 5:30pm
Venue: The University of Sydney, Abercrombie Building, Business School
Cost: $600 (FT professional); $400 (FT Academic); $150 (FT student)
All registrations include morning tea, afternoon tea and lunch.
Here is a link for more details and to register http://usydbusinessschool.e-newsletter.com.au/pub/pubType/EO/pubID/zzzz592b7b15e8b61207/interface.html
Enquiries may be directed to me via my email address or phone, details below.
This workshop forms part of the activities of the Time Series and Forecasting research group within the University of Sydney Business School.
Regards
Richard
Professor Richard Gerlach PhD, A.Stat., ISI Elected Member
Discipline of Business Analytics, Business School
and
Member, Centre for Translational Data Science
THE UNIVERSITY OF SYDNEY
Rm 4086, Abercrombie Building (H70) | The University of Sydney |
NSW | 2006
T +61 2 9351 3944 | F +61 2 9351 6409 | M +61 409 717 351
E richard...@sydney.edu.au | W http://www.sydney.edu.au/business/staff/richardg
You can check out my papers and citations here: https://scholar.google.com.au/citations?user=f7bgy-EAAAAJ&hl=en