myAriel

Statistical Methods for Finance @ Master in Finance and Economics (MEF), a.y. 2024-2025

First term, First Year

A broad overview of statistical methods and spatio-temporal data analysis suitable for environmental studies is provided. The topics covered in this course aim to provide the foundations and tools necessary to build models using the  R software.

The purpose of the course is that students learn the main mathematical, statistical and computational tools needed to approach a data science problem. The course serves mostly to refresh students' knowledge, and to ensure that all students have a common mathematical and statistical background.

The aim of the first part of this course is to give students the preliminary elements of probability and statistical inference, in particular linear models. Then the second part provides students with the basic principles of econometric analysis. All the theoretical aspects of the econometric modelling will be treated jointly with interesting and modern empirical applications in order to motivate students and try to respond to real-world questions with specific numerical answers.