Time Series Analysis: A primer

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Details

As we end the year, we have invited Dr.Gustavo Vicentini, who will provide a primer on Time series analysis. QuantUniversity will be hosting a 2-day workshop on time series modeling in 2019 and the session is a preview of this workshop.
Then Sri Krishnamurthy will provide an overview of the key developments in Data science and AI in 2018 and insights on what to expect in 2019.

We will have cookies and holiday treats!

Agenda:[masked] - Refreshments and Networking[masked] - Time Series Refresher - Dr.Gustavo Vicentini[masked] - Looking through the crystal ball: Insights for 2019

Summary:
Time Series workshop
1) Stationary time-series

** Dynamic relationship between variables (example: effect of growth and unemployment [Okun's Law])
** Policy analysis
** Forecasting
** Serial correlation, correlogram
** Auto-regressive (AR) and moving-average (MA) models
** Seasonality, time trend

2) Non-stationary time-series

** Stationarity vs non-stationarity series
** Spurious regression
** Testing for non-stationarity (Dickey-Fuller test)
** First-differencing
** Co-integration

Speakers:
Dr Vicentini received a PhD in economics from Boston University. He is currently an associate teaching professor in the Department of Economics at Northeastern University, where he teaches both graduate and undergraduate courses in econometrics, statistics, sampling, and microeconomics in general. He also teaches courses at Harvard University and Boston College. Professor Vicentini is passionate about helping students and learners achieve their educational, career, and lifetime goals. Before coming to Northeastern he worked for several years as an economist at Analysis Group, a firm that provides economic consulting to law firms, corporations, and government agencies.

Sri Krishnamurthy, CFA, CAP is the founder of QuantUniversity.com, a data and Quantitative Analysis Company and the creator of the Analytics Certificate program and Fintech Certificate program. Sri has more than 15 years of experience in analytics, quantitative analysis, statistical modeling and designing large-scale applications. Prior to starting QuantUniversity, Sri has worked at Citigroup, Endeca, MathWorks and with more than 25 customers in the financial services and energy industries. He has trained more than 1000 students in quantitative methods, analytics and big data in the industry and at Babson College, Northeastern University and Hult International Business School. Sri is leading development efforts in creating a platform called QuSandbox for adopting open source and analytics solutions within regulated industries.