26 September 2024

Miroslav Verbič is teaching the course Quantitative Methods in Finance in the study year 2024/25 at the M.Sc. programme of the School of Economics and Business, University of Ljubljana. The following topics are covered in the course:

1. Introduction to quantitative methods in finance
2. Multiple regression model
3. Hypotheses testing
4. Model diagnostics in the multiple regression model
5. Regression models with dummy explanatory variables
6. Distributed-lag regression models
7. Instrumental variables estimation
8. Time series modelling and forecasting
9. Discrete choice models
10. Panel data analysis
11. Introduction to Machine Learning

The course is taught in English. More about this in the section Courses.


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