MATLAB and Simulink Training

Course Schedule

Prerequisites

MATLAB for Financial Applications and knowledge of time-series modeling concepts.

This program has been approved by GARP and qualifies for 7 GARP CPD credit hours.  If you are a Certified FRM or ERP, please record this activity in your credit tracker at http://www.garp.org/cpd

Time-Series Modeling in MATLAB

This one-day course provides a comprehensive introduction to time-series modeling using MATLAB® and Econometrics Toolbox. The course is intended for economists, analysts and other financial professionals with prior experience of MATLAB who require to develop and maintain time-series models. The course is designed to follow the standard Box-Jenkins procedure for developing time-series models. High-level course themes include:

  • Preprocessing time-series data
  • Identifying long-term and seasonal trends in time-series data
  • Testing data stationarity using hypothesis tests
  • Creating and fitting ARIMA and GARCH time-series models to a data set
  • Comparing different model fits for the same data
  • Analyzing model dynamics using Monte Carlo simulations
  • Forecasting data using fitted models

See detailed course outline.


Course Schedule

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Dates Location Language Price Register
19 Oct 2018 Online
9:00 a.m. - 5:00 p.m. US Eastern Daylight Time
English USD 750
11 Dec 2018 United Kingdom, London English GBP 600
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