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Financial Data Analysis I. Description: The Rmetrics Association (Asia Chapter) is offering a high quality training course in Time Series Analysis using R. The course consists of four blocks, composed of 30% lecture, 20% examples and 50% case studies.

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Financial Data Analysis I

Description:

The Rmetrics Association (Asia Chapter) is offering a high quality training course in Time Series Analysis using R.

The course consists of four blocks, composed of 30% lecture, 20% examples and 50% case studies.

This workshop is a part of the three day series of workshops on Financial Data Analysis Using R from 14rd July to 16th July, 2011, preceded by a one day workshop on Pragmatic R- a systematic and comprehensive introduction to the R programming environment.

Course Topics:

Time Series Data Handling

Importing Time Series Data and Time Series Objects and important Time Series Libraries, Comparison between Time Series Libraries

Stochastic Time Series Analysis

Introduction to Stochastic Time Series, Time Series Data Visualisation, ACF/PACF, Analysis of Residuals

Time Series Forecasting

Introduction to Volatility Modeling and Time Series Forecasting, Volatility Forecasting, ARCH/GARCH model estimation, Residuals of GARCH model, VaR

Course Audience:

This is a hands-on classroom training course for time series analysis using R. It is well-suited to students, academicians, as well as finance and risk managers who want to get to grips with the R/Rmetrics software environment.

Pricing Information:

Students & Academia : INR 12,000/-Industry Professionals : INR 24,000/-

(Prices are Inclusive of all Taxes)

Time Series Analysis using R

July 15-16, 2011

Time and Date:

Friday, July 15:

Saturday, July 16:

Location:

IGIDR, Mumbai

Course Tutors:

FDA Series Core Team

Rmetrics (Asia) Core Team

Course Co-coordinators:

MahendraMehta, Rmetrics Asia

Susan Thomas, IGIDR

Registration and Enquiry:

DrMahendraMehta

mahendra.mehta@rmetrics.org

Phone +91-9819534505

NamrataSarda

namrata@neuraltechsoft.com

Phone +91-22-40211215