Financial Analytics with Time Series Modeling and Neural Networks

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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.

This short course aims to discuss a broader aspect of time series modeling on financial data with advanced tools and techniques. It covers applied econometric tools relating to univariate financial time series models and LSTM using Python. The course aims to develop insights of financial models with univariate time series analysis and neural networks models using stock market indices.

- Understand Time Series and Neural network properties of Financial data - Theoretical and empirical implications of Financial Time series - Univariate Time series modeling and forecasting. - Advanced research in LSTM

Academicians, Industry participants, Researchers

Course Details

Venue Online
Duration 12 Hrs.
Starts On Oct 13, 2023
Faculty Prof. Rakesh Verma

Fees Details

Duration Professional Fee*(Per participant) GST(18%) Total Fees(Per Participant) Programme Code
12 Hrs. 6,500.00 1,170.00 7,670.00 1 24 3 28
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