STSCI 5610

Last Updated

  • Schedule of Classes - May 19, 2024 7:32PM EDT
  • Course Catalog - May 19, 2024 7:07PM EDT

STSCI 5610
Data Science in Risk Modeling

Course information provided by the Courses of Study 2023-2024.

The course teaches statistical methods used in modeling risk in asset returns. Students in this course will be able to: identify time series dependency in selected financial data, analyze trade-off between risk and return of a portfolio, analyze tail risk in context of asset returns, and apply factor analysis in context of asset returns.

When Offered Spring.

Prerequisites/Corequisites Prerequisite: STSCI 3080.

Comments Preferred prerequisite: basic R programming skills.

Outcomes
  • Identify time series dependency in selected financial data.
  • Analyze trade-offs between risk and return of a portfolio.
  • Analyze tail risk in the context of asset returns.
  • Apply factor analysis in the context of asset returns.

View Enrollment Information

Syllabi: none

  •   Seven Week - Second.  Choose one lecture and one project. Combined with: STSCI 4610

  • 2 Credits Opt NoAud

  • 20373 STSCI 5610   LEC 001

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  • Instruction Mode: In Person

  • 20374 STSCI 5610   PRJ 601

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    • TBA
    • Mar 13 - May 7, 2024

    • Das, S

  • Instruction Mode: In Person