Back to All Events

Time Series Analysis: A Primer

  • Anchor, 1st floor, CIC Boston 50 Milk Street Boston, MA, 02110 United States (map)

RSVP here

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
** Forecasting
** 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)
** First-differencing
** Co-integration

Earlier Event: December 20
Venture Café
Later Event: December 21
Wine Down