Introduction to quantitative methods
- Credits: 6
- Ending: Examination
- Range: 24sP
- Semester: winter
- Year: 2
- Faculty of Economics and Finance
Teachers
Included in study programs
Teaching results
The main goal of the course is to combine theoretical knowledge of mathematics and statistics with practical experience of working with real world data in finance. The course is the basis for the study of more developed techniques of financial econometrics. Upon successful completion of the learning process, the student should be able to:
1. knowledge and understanding : understand selected analytical methods in the field of finance
2. skills : use statistical software for data processing, statistical analysis and graphical outputs
3. competence: to be able to evaluate and interpret the outputs of quantitative analyzes.
Indicative content
1. Introduction of STATA statistical software.
2. Basics of data processing - types of variables, finding information about variables and data file, working with subsets of data, manipulation with variables.
3. Working with data files - data import, file merging, data structure declaration.
4. Random variable - descriptive statistics and probability distributions.
5. Testing statistical hypotheses.
6. Correlation and regression.
7. Regression with several variables.
8. Data visualization and work with graphs.
Support literature
Lyócsa Š., Baumöhl E., Výrost T.: Kvantitatívne metódy v ekonómii I., ELFA, 2013
http://www.econometrics.sk/KMvE_I.html
Lyócsa Š., Baumöhl E., Výrost T.: Kvantitatívne metódy v ekonómii II., ELFA, 2013 http://www.econometrics.sk/KMvE_II.html
Lyócsa Š., Baumöhl E., Výrost T.: Kvantitatívne metódy v ekonómii III., ELFA, 2013 http://www.econometrics.sk/KMvE_III.html
Alan C. Acock. 2018. A Gentle Introduction to Stata. Sixth Edition. Texas: Stata Press.
Requirements to complete the course
30% two tests during the semester using software, 10% activity during the semester, 60% exam
Student workload
156 h
Consultations 24 h, Preparation for consultations 32 h, Preparation of assignments 26 h, Preparation for final exam 74 h
Language whose command is required to complete the course
slovak
Date of approval: 11.03.2024
Date of the latest change: 29.03.2023