COURSE - Financial Time Series Analysis (basic course)

It aims to present the methods and systems of technical analysis of financial markets, with particular reference to day trading, and to introduce stochastic models that can be used for the prediction of financial time series and their volatility (ARIMA, ARCH and GARCH models)

• Course Manager:
  Prof. Luigi SANTAMARIA
• Course Coordinator:
  Prof. Riccardo BRAMANTE

The teachers of the courses will be consultants and operators in the economic-financial sector, university professors known and established in the world of education.

Program:

Fundamentals of Technical Analysis

• Trending techniques
• The main indicators
• Analysis and identification of cycles
• Structuring a trading system

Statistical models for financial time series (basic)

• Exponential leveling and EWMA models
• ARIMA Models
• Heteroskedasticity in financial series
• Measures of market volatility
• ARCH and GARCH models (outline)