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課程名稱 |
財務時間序列
Financial Time Series |
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開課學期 |
110-1 |
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授課對象 |
共同教育中心 統計碩士學位學程 |
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授課教師 |
許耀文 |
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課號 |
IB5018 |
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課程識別碼 |
724 U0590 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四2,3,4(9:10~12:10) |
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上課地點 |
管二203 |
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備註 |
管理與社會統計領域選修課程之一。
限碩士班以上
總人數上限：20人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1101IB5018_ |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
After taking this course, the students would have a working knowledge of basic econometrics and using R to do empirical studies in financial studies. |
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課程目標 |
TOPICS: R Programming Language, Connection between R and Databases, Interface of R with IoT Platforms, Plotting with R, Exploring Model Assumptions. Correlation, Regression, Comparing Two Means, ANOVA, ANCOVA, Factorial ANOVA. |
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課程要求 |
GRADING: Homework and Presentations: 30%. Mid-Term Exam: 35%. Final Exam: 35%.
NOTE: 前三週用U Meeting線上上課. 上課前會以email通知會議號碼. 第四週以後改成實體上課. 授權碼請於9月20日中午12:10PM至管院二號館809室領取. |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
Textbooks
1. Field, Andy, Jeremy Miles and Zoe Field, 2012, Discovering Statistics Using R, SAGE.
2. Hill, R. Carter, William E. Griffiths, and Guay C. Lim, 2018, 5th ed., Principles of Econometrics, John Wiley & Sons.
3. Colonescu, Constantin, 2016, Principles of Econometrics with R.
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參考書目 |
References
1. Wooldridge, Jeffrey M., 2015, 6th ed., Introductory Econometrics: A Modern Approach, Cengage Learning.
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評量方式
(僅供參考) |
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