Courses and webinars

Online short courses

Our online short courses are taught via Zoom by CEA fellows and industry experts and are designed for researchers and financial industry professionals who want to learn or have a deeper understanding of the most topical issues in finance, financial econometrics and machine learning applied to finance.

We offer rigours and interactive training that mix theory and practical applications with econometric and data science software like Stata, Python, or Matlab. You will be encouraged to practice assignments and will be given feedback on your progress.

Introduction to Machine Learning and Data Science for Finance

25th January-18th February 2022, Tuesdays and Thursdays 18:00-19:30 (UK Time)

Dr Jan Novotny, Nomura, London, UK and CEA, London, UK)

Download the leaflet

Quantum Machine Learning in Finance

22nd February – 12th April 2022, every Tuesday 18:30 – 20.30 (UK time)

Dr Jan Novotny, Nomura, London, UK and CEA, Bayes Business School, London, UK and Dr Jansen Zhikuan Zhao, ETH Zurich, Switzerland

Download the leaflet

Measuring Systemic Risk

3rd– 4th February 2022, 13:00-17:00 (UK Time)

Professor Giovanni Urga, CEA, Bayes Business School, London, UK

Download the leaflet

Financial Modelling and Forecasting

24th – 25th March 2022, 13:00-17:00 (UK time)

Professor Giovanni Urga, CEA, Bayes Business School, London, UK

Download the leaflet

Cleaning Large Dataset in Stata with Applications to Asset Pricing

22nd April 2022, 13:00-17:00 (UK Time)

Dr Soon Leong ESCP Business School, London, UK

Download the leaflet

Factor Investing

14th- 15th May 2022,15:00-19:00 (UK Time)

Dr Simona Boffelli, Eurizon, Milan, Italy and CEA, London, UK

Download the leaflet

Panel Data for Finance and Banking

27th – 28th June 2022, 13:00-17:00 (UK Time)

Dr Elisabetta Pellini, CEA, London, UK and Professor Giovanni Urga, CEA, Bayes Business School, London, UK

Download the leaflet

Free Webinars

The Centre for Econometric Analysis (CEA) offer a series of free webinars, led by CEA research fellow Dr Elisabetta Pellini, that a great way to get started with econometrics and the software Stata. The webinars offer an overview of the available Stata commands for data management, data analysis and econometric modelling, and are being introduced in a hands-on approach via Zoom.

A Tour of Stata

Date and time:

  • Tuesday 15th March 2022 13:00 – 14:00 (UK time)

In this free webinar we will introduce you to Stata, a powerful statistical software for data science and econometrics.

The webinar will get you started with Stata and in particular will show how to:

  • Interact with Stata via the Graphical User Interface
  • Load data and perform simple data management operations
  • Write Stata commands in the Command Window
  • Create and execute .do files to save and reproduce your work.

Throughout the session you will be able to interact with the webinar leader to ask questions and clarify doubts.

Data Analysis and Visualisation using Stata

Date and time:

  • Tuesday 12th April 2022 13:00 – 14:00 (UK time)

In this free webinar we will show you how to use Stata to analyse economic and financial data.

The webinar will gently introduce you to the software with a series of practical exercises.

The webinar covers the following topics:

  • Introduction to Stata
  • Data management operations
  • Creating and customising graphs to visualise data
  • Creating and interpreting descriptive statistics to understand the features of data.

Throughout the session you will be able to interact with the webinar leader to ask questions and clarify doubts.

Linear Regression Analysis using Stata

Date and time:

  • Tuesday 24th May 2022 13:00 – 14:00 (UK time)

In this webinar we will show you how to use Stata to build and estimate linear regressions to model relationships between economic/financial variables.

The webinar requires some preliminary knowledge of the software, which participants can acquire attending Data Analysis and Visualisation using Stata.

The webinar covers the following topics:

  • Estimating linear regression models
  • How to conduct diagnostic tests and graphical analysis of regression to check the robustness of your model
  • How to use statistical tests to make inference.

Throughout the session you will be able to interact with the webinar leader to ask questions and clarify doubts.

Financial Econometrics using Stata

Date and time:

  • Tuesday 5th July 2022 13:00 – 14:00 (UK time)

In this webinar we will show you how to use Stata to analyse the features of financial time series and to estimate ARMA and volatility models.

The webinar requires some preliminary knowledge of the software, which participants can acquire attending the Webinars A Tour of Stata and Data Analysis and Visualisation using Stata.

The webinar covers the following topics:

  • Analysing the features of financial time series data: autocorrelation and volatility clustering, stationarity
  • Estimating univariate time series models (AR, MA, ARMA)
  • Forecasting with ARMA models
  • Fitting univariate GARCH models.

Throughout the session you will be able to interact with the webinar leader to ask questions and clarify doubts.