Past events
2022 Online short courses
Last year we held a variety of online short courses, taught by CEA fellows and industry experts.
Our courses offered a wide range of topics providing industry professionals valuable training as a blend of theory and practice, ready to implement .
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)
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
Measuring Systemic Risk
3rd– 4th February 2022, 13:00-17:00 (UK Time)
Professor Giovanni Urga, CEA, Bayes Business School, London, UK
Financial Modelling and Forecasting
24th – 25th March 2022, 13:00-17:00 (UK time)
Professor Giovanni Urga, CEA, Bayes Business School, London, UK
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
Factor Investing
14th- 15th May 2022,15:00-19:00 (UK Time)
Dr Simona Boffelli, Eurizon, Milan, Italy and CEA, London, UK
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
2022 Free Webinars
Last year CEA research fellow Dr Elisabetta Pellini led a series of free webinars.
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.