Financial Analytics with Time Series Modeling and Neural Networks

The field of financial econometrics using advanced tools and techniques has emerged over the last decade. The intention of this course is to help practitioners cut through the vast literature on financial time series models, focusing on the most important and useful empirical concepts. This course is expected to develop a sound background in quantitative analysis of financial time series. It also aims to develop sound understanding in sequential data analysis by building a Long Short-term memory model (LSTM) of Neural Network. It offers a guide to analyse and model time series properties of financial data using machine learning approach through Python. The course is designed for researchers and practitioners in the finance industry. Our aim is to provide a road map from academic perspective to the research issues that are important for researchers and practitioners.