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It aims to cover basic research methods for analysing time series data on financial assets such as closing prices of shares recorded by stock exchanges on successive trading days.
Participants will use freely available software on computers to learn these methods using illustrative data from stock exchanges in Thailand and Indonesia.
Our overall objective is to improve our understanding of how such data vary in practice, how to fit appropriate models, how to assess these models using Monte Carlo simulation, and the extent to which predictable trends exist enabling traders to profit by forecasting them.
Faculties of Science and Economics, CMU