Description
The course will study main financial markets and analytical tools, which can be applied to the new and large financial datasets.
Participants will become familiar with modern financial markets (equity and fixed income) and their agents (firms, investors, policy makers). They should be able to know how to find the relevant information on the prices/returns, how to extract key information from these (like uncertainty, expectations), and how to relate it to the corresponding information from alternative sources (like Google trends, word news count, surveys etc). Particular emphasis is on the econometric tools for large datasets.
By the end of the course participants would be familiar with analytical and forecasting models, including those that can be applied to large and novel datasets.
