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Repo of homework and research code for ECON 525: Advanced Financial Economics

MATLAB 100.00%

advanced-financial-economics's Introduction

advanced-financial-economics

Repo to store homework and research code for ECON 525: Advance Financial Economics in the Quantitative Financial Economics program at UNC-Chapel Hill

Course Outline

  • Section 1: Explore
    • Acquiring and handling financial data
  • Section 2: Explain
    • Factor Models
    • Market Microstructure
    • Market Efficiency
  • Section 3: Forecast
    • Univariate time series methods via ARIMA and Machine Learning
    • Multivariate models
    • Fixed Income and Currencies
  • Section 4: Allocate
    • Constrained Markowitz-style
    • Bayesian methods
  • Section 5: Protect
    • Risk Measurement
    • Risk Management

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