MIT Sloan School-Economics, Finance, and Mathematics Workshop

Keywords: Applied Econometrics, Financial Markets, Data Analysis, Applied Statistics

Recommendation: This program is designed for students interested in interdisciplinary study using the tool of econometrics, applied statistics, and mathematical modelling to economic and financial problems.

Introduction:

This program focuses on credit-scoring models and risk assessment, diagnostics for checking model and design assumptions, volatility modeling in financial markets. We offer a unique opportunity for the exchange of ideas and the application of research relevant to applied decision making in the financial market and economics. The project provides new insights into the intersection of finance, econometrics, and data analysis. It draws upon original research of the utmost quality to probe into most exhilarating questions about financial and marketing applications. Through hands-on quantitative research projects, students should be able to have a firm grasp of the techniques essential to understanding and evaluating financial markets, capital markets, urban economy, and public finance and policies; especially how to solve such practical problems using the tools of mathematical modelling and statistics.