This offering is not in the current catalogue. The information is retained from an earlier publication. Check the provider's current offering.
Mälardalen University
Time Series Analysis
<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…
- Higher education
- Information unavailable
- 19 January 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
<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>
Admission scores
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.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2026-01-19
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.mdu.mma702.11062.20261
- Last checked
- 2026-09-23T10:38:46.21657+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
Programme content
Study structure
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- Programme or course starts
- Programme or course ends
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.mdu.mma702.11062.20261
- Offering identity in the source
- e.uoh.mdu.mma702.11062.20261
- Education-form source code
- HS
- Education code in the source
- MMA702
- Change time according to the source
- 2025-02-25T09:42:43
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.