DEPARTMENT OF COMMERCE, UNIVERSITY OF KERALA

FDP on Basic Applied Financial Econometrics &
Business Analytics for Research

sponsored by
AICTE Training and Learning (ATAL)

organized by

Department of Commerce,
University of Kerala

02 - 06, August, 2021

About this FDP

This FDP is sponsored by AICTE under the ATAL scheme. This programme is targeted to the faculty members who are interested in doing empirical research in finance, economics, banking, FDI and related fields who are using econometric and statistical tools for their research. This course is foundation course of financial econometrics and business analytics. The programme contents cover the areas of basic financial econometrics and business analytics.

The pedagogy includes discussions, lectures and Hands on exercises on contextualised data. the session will be conducted online using WebEx as the platform. Participants are requested to have a desktop/ laptop and a stable internet connectivity during the program. The sessions will be held during week days. Detailed session plan will be sent to the participants. Details can be also viewed on AICTE website (https://www.aicte-india.org/atal).

Program Objectives

The objective of the course is to orient the participants with tools and techniques of analyzing data related to the economy especially finance and banking. The skills set learn from the programme will enable the participants to understand the dynamics of the financial markets through interpretation of the trends and pattern of the data set. There will be lab sessions using various software’s such as GRETL, SPSS, STATA, and R studio to analyze the Financial and macro-economic data set. This programme also covers the emerging business analytics areas such as text analytics, sentiments analysis, bibliometric analysis using software tools such as R studio and NVIVO.

Programme Outcome

  • Understand the basic concepts and models of financial econometric models
  • Apply the conceptual understanding and skills to analyse macro-economic
  • Apply the skills to test various hypothesis through the econometric models.
  • Understand the ideas of qualitative research using qualitative data sets.
  • Understand the skills of text analytics, sentimental analysis and data mining through R studio and NVIVO

Coverage of the programme

  • Financial time series models, univariate and multivariate models
  • Event study’s methodology
  • ARCH & GARCH MODELS
  • Bibliographic analysis
  • Applied research in Finance
  • Basic Econometrics
  • Financial Econometrics
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