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APPLICATION OF SPSS IN FINANCIAL FORECASTING

Duration: 2 days



 APPLICATION OF SPSS IN FINANCIAL FORECASTING

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CONTENT

COURSE OUTLINE

  

Day 1: Financial forecast models

• Linear regression (Total sum, Coefficient of Determination, Standard Error of the regression (SER))   
• Adjusted R-squared (The F-statistic)   
• Assumptions of linear regression and errors   
• The stability of covenantal variance   
• Time series models (AR / MA / ARMA, EWMA, GARCH)   
• Selection of variables introduced into the model (Quantitative variables, qualitative variables) 

 

 

 

 

 

 

Day 2: Practice with SPSS
• Introduction to SPSS
• Correlation analysis
• Exploratory factor analysis (EFA)
• Analysis of variance (ANOVA)
• Step by step building a model of linear regression model (Single & multiple regression models) - Practical forecasting economic growth
• Step by step developing a time series analysis model - Practical model of stock price / foreign exchange price model
• Techniques to eliminate seasonality in forecasting models
• Step-by-step regression analysis for stepwise regression
• Read and analyze the model's predictive power
• Criteria for selecting good forecasting model

BENEFIT

• Know the principles of modeling forecasting
• Know how to adjust the data and find the rational put into the model
• Self-built models of economic forecasts for work

WHO SHOULD ATTEND

• Analyst / Economic Analyst
• Investors, stock traders
• Expert planning
• Product design / development specialists in Investment Fund Companies, Banks, Insurance
• Scientific researchers

TESTIMONIALS

 

"The Courses at ARFQuant vary in many topics which reward for those who work in the financial sector. The pursuit of these specialized courses is a very arduous process, but the results are well worth the effort. The courses go from theoretical to practical, thus helping to better understand the nature of the problem, as well as how to apply it in practice. Overall, ARFQuant course leaders are very good at teaching and dedicated. Participation in ARFQuant courses helps to increase the systematic and effective learning compared to self-study and self-study." Phương Phùng- OCB

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"A survey on the main issues that the trainees are interested in has been conducted to make sure that the course’s content is fit the needs of the trainees. The training environment was open which encourage the participation of all attendants. Instructors are enthusiastic, supportive and willing to share their knowledge and experience" Phượng Phan - FeCredit

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"The course leader has deep knowledge in risk management, he is enthusiastic and open to the students. Teaching methods attract the attention of students. He usually use stories mixed with humor as examples for the whole class and to create a dynamic atmosphere. The course was  organized professionally" Hien Phan - BIDV

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"From the beginning of 2017, I have been experiencing 02 courses at ARFQuant - Statistics - modeling risk, internal credit rating model.

Even the duration of the courses were quite short but the knowledge I obtained from the course is huge, thanks to the special way that ARFQuant’s teachers deliver the course: simple, understandable and valuable. During the course I felt quite comfortable and easy to grasp knowledge. In addition to the mandatory content in the curriculum, teachers share more experiences in learning and research (eg, Mr. Hoang shared his experiences in reading and reviewing FRM and Mr.Fred taught how to handle data when it is bias, etc.).
Materials and lectures are well designed and focused. At the end of the course, I can take advanced knowledge gained in these materials to study and work. However, it would be more complete if the material introduces some other sources of reference so that I can read more after the courses.

 If I have the opportunity to attend other courses, I would like to experience at ARFQuant again. " Thảo Nguyễn - OCB

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STATISTIC AND RISK MODELLING

 

STRESS TESTING

 

INTERNAL CREDIT RATING MODELS

 

DERIVATIVE AND PRICING

 

MARKET AND LIQUIDITY RISK MANAGEMENT

 

APPLICATION OF SPSS IN FINANCIAL FORECAST

 

APPLICATION OF SPSS IN RISK MODELLING

CREDIT RISK PORTFOLIO MANAGEMENT

 

ASSET LIABILITY MANAGEMENT & FUNDS TRANSFER PRICING

 

MARKET RISK MANAGEMENT

 

OPERATIONAL RISK MANAGEMENT

 

CREDIT RISK MANAGEMENT

 

COUNTER PARTY RISK MANAGEMENT

 

 

 

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