This badge was issued to Anani Akakpo-Drah on 21 Jul 2017.
Financial Risk Modeling
Issued by
Statistics.com
The earner of this badge is able to specify how a probability distribution is used in a financial model simulation; characterize the different components of a time series (trend, seasonality, autocorrelation, volatility, mean reversion); fit various autoregressive models (ARCH, GARCH, more); use Markov chains in simulations; work with multi-variate time series; determine the correlation structure in time series; fit appropriate probability distributions to historical data, and assess the fit.
- Type Validation
- Time Months
Skills
Earning Criteria
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Complete the Financial Risk Modeling course.
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Achieve a minimum passing score of 80 percent on quizzes, case studies, and final projects.