The second half of the course focus on multivariate and high dimensional time series: Factor modelling for vector and matrix-valued time series; Multivariate GARCH and regularisation methods. Simple ...

As generative AI technologies become more mainstream, it's a good time to explore some of the other aspects that make up AI.

This course develops skills to uncover data patterns for making informed decisions. The course reinforces statistical analysis skills, leading to more advanced statistical techniques such as ...

A time series is a sequence of numerical data points in successive order. In investing, it tracks the movement of the chosen data points at regular intervals and over a specified period of time.

In 2024, shortly after the book was published, we asked students in the time series analysis course of that year to read any one of four stories (related to concepts that were already covered in ...

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a p-variate time series such ...