GR-5263-Applied-Time-Series-Modeling

Graduate coursework for time series modeling in finance, combined with theories, algorithms as well as engineering applications. ML/DL are also considered.

Official courses:

1. HKU: STAT 4601 Time-series analysis
2. Columbia: STAT GR5263 Stat inf/Time-series Modeling
3. Columbia: STAT GR 5223 Factor analysis part in multivariate analysis.