As we end the year, we have invited Dr.Gustavo Vicentini, who will provide a primer on Time series analysis. QuantUniversity will be hosting a 2-day workshop on time series modeling in 2019 and the session is a preview of this workshop.
Then Sri Krishnamurthy will provide an overview of the key developments in Data science and AI in 2018 and insights on what to expect in 2019.
We will have cookies and holiday treats!
5.30-6.00 - Refreshments and Networking
6.00-6.45 - Time Series Refresher - Dr.Gustavo Vicentini
6.45-7.15 - Looking through the crystal ball: Insights for 2019
Time Series workshop
1) Stationary time-series
** Dynamic relationship between variables (example: effect of growth and unemployment [Okun's Law])
** Policy analysis
** Serial correlation, correlogram
** Auto-regressive (AR) and moving-average (MA) models
** Seasonality, time trend
2) Non-stationary time-series
** Stationarity vs non-stationarity series
** Spurious regression
** Testing for non-stationarity (Dickey-Fuller test)