FIN 4260X: Quantitative Investment Analysis
Credits: 3. Contact Hours: Lecture 3.
Prereq: FIN 3200 and (STAT 3260 or STAT 3410)
Introduction to the use of advanced statistical and machine learning techniques in the practice of portfolio construction. Topics include regularization and tree-based investment techniques, characteristic-based and trend-following investing, and multivariate GARCH analysis. Provides essential analytics training needed for investment management.
(Typically Offered: Spring)