Time Series Analysis

Education facts

Code: MMA702

<p>Time series play a key role in analytical finance and insurance, and in financial engineering. The course presents the basic models of time series such as linear time series, autoregressive type models, nonlinear time series, high-frequency models, continuous time models and multivariate time series, elements of statistical estimation as well as simulation of time series. This basic part of the course can also be interesting for students from other specialties than analytical finance and financial engineering. The examples used in the course are selected from time series applications economics, finance and insurance. </p>

Entry requirements

At least totally 120 credits in the engineering, natural sciences, business administration or economics areas including Stochastic Processes, 7.5 credits, of which 4.5 credits must be completed at the beginning of the course, or the equivalent. In addition Swedish course B/Swedish course 3 and English course A/English course 6 are required. For courses given entirely in English exemption is made from the requirement in Swedish course B/Swedish course 3.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Time Series Analysis

  Mälardalen University

  Start date: 19 January 2026

  End date: 29 March 2026

  Pace of study: 50 %