Macroeconometric & Financial Modeling with GAUSS

Macroeconometric & Financial Modeling with GAUSS

3-Day Professional Development Workshop in Singapore


East Asia Training & Consultancy Pte Ltd invites you to attend a three-day professional development workshop in Singapore, with a focus of understanding the econometric and financial procedures underlying various models by developing computer programs using the GAUSS software. GAUSS is the well- known Mathematical and Statistical
Program developed by Aptech System (USA).

Course Programme
This is a 3-day intensive course at the advanced level on modeling macroeconomic and financial variables that use the econometric software GAUSS. The topics of the workshop include: Estimation of Continuous Time Models in Finance (Day 1); Unit Root Testing (Day 2); and Modeling Non-stationary Time Series (Day 3). This advanced workshop gives a thorough overview of contemporary techniques used in quantitative financial analysis, with the emphasis on recent advances in nonstationary stochastic modeling of asset prices and returns series. The workshop will use the GAUSS software. Although the workshop emphases the theory underlying the each topic, there is also emphasis given to understanding and interpreting the results of estimated models. The approach is “hands on” with the instructor discussing relevant concepts and then illustrating in GAUSS with participants replicating each step at their own PCs. The workshop will take place in a computer-linked environment.

Morning sessions will be devoted to interactive lectures and summing-up discussions. Afternoon sessions will mainly be computer-based: participants will be working on real-life data of world-wide stock market prices and will also create (simulate) their own datasets. Participants will be taught basics GAUSS: modern computer software especially suitable for tackling non-trivial problems in nonlinear financial modelling.

Course Goal
After completion of the workshop you will know the basic mathematical apparatus of the diffusion analysis of financial time series, will acquire knowledge of the up-to-date tests for structural breaks and nonstationarity. Moreover, you will also be taught the …





Aug 21 - 23 2024


9:00 am - 5:00 pm


EATC Office
3 Raffles Place, #07-01, Bharat Building, Singapore 048617.