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    This workshop is based on ongoing research collaboration between the Faculty of Science & Technology at Prince of Songkla University and the Faculties of Science and Economics at Chiang Mai University.
    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.

Department of Mathematics & Computer Science, Faculty of Science & Technology, PSU
Faculties of Science and Economics, CMU
Last updated: January 16, 2016