| Lecture Monday 14:00 - 17:00 Location: IE2.16.1 |
Laboratory Tuesday 16:00 - 18:00 Location: IE2.16.1 |
| Date | Week | Topic |
| 6-Feb | 1 | Python basics |
| 13-Feb | 2 | Working with dataframes |
| 20-Feb | 3 | Exercise 1 |
| 27-Feb | 4 | Statistics in Python |
| 6-Mar | 5 | Data gathering and exploratory analysis |
| 13-Mar | 6 | Exercise 2 |
| 20-Mar | 7 | Deterministic models 1 |
| 27-Mar | 8 | Deterministic models 2 |
| 3-Apr | Spring break | |
| 10-Apr | 9 | Exercise 3 |
| 17-Apr | 10 | Smoothing and ARIMA models |
| 24-Apr | 11 | Exercise 4 |
| 1-May | 12 | International Workers' Day |
| 8-May | 13 | Volatility modeling (ARCH, GARCH) |
| 15-May | 14 | Exercise 5 |
Data gathering and explorative analysis
Volatility modelling (ARCH/GARCH)
Intel Corp. (INTC) daily (1980-2008)
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Exercise 1