IE 423 Forecasting Methods and Applications
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Basic quantitative methods of forecasting, time series decomposition, regression methods, exponential smoothing, moving average (MA), autoregressive (AR) and autoregressive integrated moving average (ARIMA) models, brief introduction to autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (G-ARCH) models.
Credit units: 3 ECTS Credit units: 5, Prerequisite:
MATH 260.
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