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09-12-2021, 03:48 AM
Post: #1
[F4LT] Time Series for Actuaries
Time Series for Actuaries
By MJ the Fellow Actuary
Rating: 4.8
(41 ratings)
738 students
1hr 45min of on-demand video

Description

In this course we look at the theory of Time Series that one needs for the Actuarial Exams. We also then do a past paper question from the CS2B exam.

What is a Time Series?

The Stationary and Markov Property

Autocovariance and Autocorrelation functions

Partial Autocorrelation functions

White Noise and other common Time Series

ARIMA

Autoregressive

Integrated

Moving Average

Fitting Time Series to Data

GARCH models for measuring volatility

R Studio Past Exam Question

This course is provided by MJ the Fellow Actuary

https://www.udemy.com/course/time-series-for-actuaries/

Enjoy!




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