STATISTICAL MODELS FOR ECONOMICS AND FINANCE
SECS-S/01 - 9 CFU - 2° Semester
Teaching StaffROBERTO DI MARI
- Learn and understand the basic instruments for statistical modelling of economic and financial data.
- Apply statistical instruments for investigating real life economic and financial phenomena.
- Learn how to elaborate economic and financial data, interpret and report the findings.
Detailed Course Content
Univariate data analysis: Recap of basic statistics (undergraduate level).
Supervised statistical learning: simple and multiple linear and nonlinear regression. ANOVA models.
Unsupervised statistical learning: principal component analysis (PCA), cluster analysis, mixture models.
Applied statistics: causal inference modeling, time series regression, risk modeling and prediction.
- G. James, D. Witten, T. Hastie, R. Tibshirani. An Introduction to Statistical Learning: with Applications in R. Springer Science & Business Media, 2013.
- P. Newbold, W. L. Carlson, B. Thorne. Statistics for business and economics. Boston, MA: Pearson, 2013.
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