{"id":44,"date":"2019-09-11T11:10:29","date_gmt":"2019-09-11T11:10:29","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/?page_id=44"},"modified":"2025-09-08T09:34:09","modified_gmt":"2025-09-08T09:34:09","slug":"acf851-advanced-quantitative-methods","status":"publish","type":"page","link":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/acf851-advanced-quantitative-methods\/","title":{"rendered":"AcF851 – Advanced Quantitative Methods"},"content":{"rendered":"\n\n\n\n\n
Course Outline & Detailed Time Schedule (pdf)<\/span><\/a><\/span><\/b><\/span><\/td>\n<\/tr>\n
Outline & Lecture Slides<\/b><\/span><\/td>\n<\/tr>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
<\/td>\n<\/td>\nzip<\/b><\/span><\/td>\nReadings\/Data<\/b><\/span><\/td>\nMotivational<\/b><\/span> Song<\/b><\/span><\/td>\n<\/tr>\n
Session 1<\/b><\/span><\/td>\nFri, 10\/10\/2025<\/b><\/span><\/td>\nReview – Basics<\/a><\/span><\/td>\nReadings<\/a><\/span><\/td>\nIron Maiden – Brave New World<\/span><\/a><\/td>\n<\/tr>\n
Session 2<\/b><\/span><\/td>\nFri, 17\/10\/2025<\/b><\/span><\/td>\n <\/p>\n

Introduction Software and Data<\/a><\/span><\/td>\n

Guns N’ Roses – Welcome To The Jungle<\/a><\/p>\n

AC\/DC – It’s a Long Way to the Top (If You Wanna Rock ‘n’ Roll)<\/a><\/td>\n<\/tr>\n

Session 3<\/b><\/span><\/td>\nFri, 24\/10\/2025<\/b><\/span><\/td>\n<\/tr>\n
Session 4<\/b><\/span><\/td>\nFri, 31\/10\/2025<\/b><\/span><\/td>\n <\/p>\n

Asymptotic Theory<\/a><\/span><\/td>\n

 <\/p>\n

Readings<\/a><\/span><\/td>\n

Metallica – Nothing Else Matters<\/a><\/p>\n

Iron Maiden – The Writing on the Wall<\/a><\/td>\n<\/tr>\n

Session 5<\/b><\/span><\/td>\nFri,\u00a0 07\/11\/2025<\/b><\/span><\/td>\n<\/tr>\n
Session 6<\/b><\/span><\/td>\nFri, 14\/11\/2025<\/b><\/span><\/td>\nGMM<\/span><\/a><\/td>\nReadings<\/a><\/span><\/td>\nMetallica – Master of Puppets<\/span><\/a><\/td>\n<\/tr>\n
Session 7<\/b><\/span><\/td>\nFri, 21\/11\/2025<\/b><\/span><\/td>\nMonte Carlo Study, Times Series Modelling, Maximum Likelihood<\/a><\/span><\/p>\n

Volatility Modelling<\/a><\/span><\/td>\n

<\/td>\nMegadeth – Soldier On!<\/a><\/td>\n<\/tr>\n
Session 8<\/b><\/span><\/td>\nFri, 28\/11\/2025<\/b><\/span><\/td>\nHigh Frequency Econometrics I<\/span><\/a><\/td>\nReadings<\/span><\/a><\/td>\nMetallica – Enter Sandman<\/span><\/a><\/p>\n

Anthrax – In the End<\/a><\/p>\n

Nightwish – Over the Hills and Far Away<\/a><\/td>\n<\/tr>\n

Session 9 <\/b><\/span><\/td>\nFri, 05\/12\/2025<\/b><\/span><\/td>\nHigh Frequency Econometrics II<\/a><\/span><\/p>\n

Realized Volatility<\/a><\/td>\n<\/tr>\n

Session 10<\/b><\/span><\/td>\nTue, 12\/12\/2025<\/b><\/span><\/td>\nASSESSMENT, CHC – Charles Carter A05 13:00-16:00<\/b><\/span><\/td>\n<\/td>\nMegadeth – Symphony of Destruction<\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
<\/td>\n<\/tr>\n
\n

Additional Course Material will be made available soon!<\/b><\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Course Outline & Detailed Time Schedule (pdf) Outline & Lecture Slides zip Readings\/Data Motivational Song Session 1 Fri, 10\/10\/2025 Review – Basics Readings Iron Maiden – Brave New World Session 2 Fri, 17\/10\/2025   Introduction Software and Data Guns N’ Roses – Welcome To The Jungle AC\/DC – It’s a Long Way to the Top…<\/p>\n","protected":false},"author":1184,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-44","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/pages\/44","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/users\/1184"}],"replies":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/comments?post=44"}],"version-history":[{"count":51,"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/pages\/44\/revisions"}],"predecessor-version":[{"id":454,"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/pages\/44\/revisions\/454"}],"wp:attachment":[{"href":"http:\/\/wp.lancs.ac.uk\/ingmarnolte\/wp-json\/wp\/v2\/media?parent=44"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}