2. Here you can find some exercises related to the course.

The current availability of huge amounts of financial and economic data permit us to study, in detail, the underlying dynamics of the data generating processes. Several examples and applications will be demonstrated to equip the participants with new tools and techniques that can be widely used on the time series analysis. Some notions that will be introduced are:

Statistics & Distributions

Correlations & Scaling behaviors

Linear & Nonlinear Modelling

Causality

Datasets: Standard & Poor's 500 market index, US stock daily prices, Gold, Crude oil, International stock market indices, Commodities.