Modeling and Forecasting Financial Markets and Quantitative Analysis of Cross-Section and Panel Data
We are pleased to inform you that the 2011 Training Program has been finalized and attached is the course description/schedule (below) for your reference. We will be happy to see you or your colleague/s participate in these Training Courses once again.
Module I. Univariate Time Series Analysis and its Application to Finance (4 days)
Training Dates: July 4 to 7, 2011
Venue: School of Statistics, UP Diliman
Seminar Fee: Php 10,000.00
Module II. Forecasting using Multivariate Time Series Techniques (4 days)
Training Dates: August 8 to 11, 2011
Venue: School of Statistics, UP Diliman
Seminar Fee: Php 10,000.00
Module III. Financial Econometrics: Modeling Assets’ Correlations and Risks (4 days)
Training Dates: September 5 to 8, 2011
Venue: School of Statistics, UP Diliman
Seminar Fee: Php 10,000.00
Module IV Advanced Time Series Analysis: State Space Models and Kalman Filter, Markov Switching Models (4 days)
Training Dates: September 26 to 29, 2011
Venue: School of Statistics UP Diliman
Seminar Fee: Php 10,000.00
Module V. Advanced Time Series Analysis: Bayesian Econometrics
Training Dates: October 3 to 6, 2011
Venue: School of Statistics, UP Diliman
Seminar Fee: Php 10,000.00
Module VI Quantitative Analysis of Cross Section Data (4 days)
Training Dates: October 18 to 21, 2011
Venue: School of Statistics, UP Diliman
Seminar Fee: Php 10,000.00
Module VII. Quantitative Analysis of Pooled and Panel Data (4 days) **
Training Dates: November 7 to 10, 2011
Venue: Statistical Research and Training Center (SRTC)
Seminar Fee: Php 10,000.00
**Course is jointly conducted with Statistical Research and Training Center (SRTC)
As in the past, these courses will showcase the application of statistical tools and techniques in forecasting, risk management, program and impact evaluation. The topics will be discussed using a combination of lectures (in the morning) and hands-on computing workshops (in the afternoon). The software EViews (for time series) and SPSS or STATA (cross-section and panel data) will be used during hands-on exercises. Please refer to the detailed description of the short courses in the attached material.
Registration fee for the 4-day course is Ten Thousand Pesos (PhP10,000.00) inclusive of training materials, lunch and morning and afternoon snacks. We encourage you to send more than one participant; however, due to limited slots available, acceptance will be on a first-come-first-served basis. Deadline for registration will be no later than 20 June 2011.
We would appreciate confirmation of participation from your institution. Ms. Stephanie Andres/Mr. Reynaldo B. Belluga, Jr. (PSA) or Ms. Nancy Angala (UP School of Statistics) will gladly coordinate with your staff for any additional information that you may need. You may reach Ms. Andres/Mr. Belluga at telephone number (02) 920-6513 or through email at psai.sec@gmail.com and Ms. Angala at (02) 928-0881 or through email at nancy.angala@yahoo.com or nancy.angala@up.edu.ph.
* Schedule of 2011 Training Modules
* Course Description
* Registration Form
