My work as an economist has made me intimately familiar with uncertainty. I use dynamic models and explore the impacts of uncertainty in a variety of settings. I use tools from statistics and decision ...

The financial services industry delivers leading-edge quantitative trading and risk management strategies using state-of-the-art computational tools and techniques including mathematical and ...

Quantitative trading relies on a data-driven approach using mathematical models to analyze market behavior. Instead of relying on instinct or opinion, it uses measurable signals based on statistics ...

This course has a broad structure and covers many aspects of modeling and estimating financial/economic time series. In particular, we will be focusing on (i) linear regression models involving ...

Using data from humans and other mammals, a team of scientists at the University of California, Los Angeles (UCLA), and the Santa Fe Institute (SFI), has developed one of the first quantitative models ...