Coronavirus Disease 2019 (COVID-19) Update
Due to heightened concerns regarding the outbreak of COVID-19, we are adding more instructor-led online training courses as an alternative to classroom courses.
MATLAB for Financial Applications and knowledge of time-series modeling concepts.
This program has been approved by GARP and qualifies for 7 GARP CPD credit hours. If you are a Certified FRM or ERP, please record this activity in your credit tracker at http://www.garp.org/cpd
Time-Series Modeling in MATLAB
This one-day course provides a comprehensive introduction to time-series modeling using MATLAB® and Econometrics Toolbox™. The course is intended for economists, analysts and other financial professionals with prior experience of MATLAB who require to develop and maintain time-series models. The course is designed to follow the standard Box-Jenkins procedure for developing time-series models. High-level course themes include:
- Preprocessing time-series data
- Identifying long-term and seasonal trends in time-series data
- Testing data stationarity using hypothesis tests
- Creating and fitting ARIMA and GARCH time-series models to a data set
- Comparing different model fits for the same data
- Analyzing model dynamics using Monte Carlo simulations
- Forecasting data using fitted models