Big Data Applications In Economic Financial Analysis

AY2024/2025 Semester 2

This course provides an introduction to the econometric methods used for analysing large and complex (i.e. `big') data. The main emphasis will be on time series, a type of dependent data we most frequently observe in economics and finance. Having taken basic probability and statistics courses in your earlier years, you will learn some modern techniques for modelling time series of large scale in this course.