Time Series for Actuaries

By MJ the Fellow Actuary

4.20 (79 reviews)
Udemy
platform
English
language
Financial Modeling & Ana
category
instructor
Time Series for Actuaries
1,956
students
2 hours
content
Mar 2022
last update
$39.99
regular price

What you will learn

Time Series

Stationary and Markov Property

Autocovariance and Autocorrelation Functions

White Noise

ARIMA Models

GARCH Models

R past paper questions for the Actuarial Exams

Why take this course?

In this course we look at the theory of Time Series that one needs for the Actuarial Exams. We also then do a past paper question from the CS2B exam.

  • What is a Time Series?

  • The Stationary and Markov Property

  • Autocovariance and Autocorrelation functions

  • Partial Autocorrelation functions

  • White Noise and other common Time Series

  • ARIMA

    • Autoregressive

    • Integrated

    • Moving Average

  • Fitting Time Series to Data

  • GARCH models for measuring volatility

  • R Studio Past Exam Question

This course is provided by MJ the Fellow Actuary

Content

Theory

Course Outline
Introduction
Stationary & Markov Property
Autocovariance and Autocorrelation functions
White noise and other common types of time series
ARIMA Time Series
Fitting Time Series to Data
GARCH Models

R Studio

Installing R and Set up
R basics for Actuaries - Part 1
R basics for Actuaries - Part 2
R Past Exam Question

Screenshots

Time Series for Actuaries - Screenshot_01Time Series for Actuaries - Screenshot_02Time Series for Actuaries - Screenshot_03Time Series for Actuaries - Screenshot_04

Reviews

Norman
December 11, 2021
I like how MJ uses real-life analogies to explain mathematical concepts; the concepts just come to life naturally! Learning this with a book would have taken twice as long. Thank you!
Rohan
June 9, 2021
The course helped me get a better understanding about time series and its practical implementation. The course is best for someone who already has some understanding regarding the topics.
Naveet
January 1, 2021
Somehow, I only have access to the first R past exam question and not the other questions. I got the course using the Christmas Code, not sure if that has something to do with access
Pradeep
May 13, 2020
going good so far.MJ has been great at teaching and is very knowledgeable and kind .I can tell the videos I watched over youtube earlier.There should have been more topics compiled under subject CS2.That would have been one stop solution .However is not an issue.Thank you very much Sir for sharing the valuable knowledge!
Neil
March 27, 2020
Really like your courses MJ - thank you for this. Would have liked to see a bit more detail for the written part of this topic - in particular calculation of autocovrainaces and autocorrelations. All in all very helpful, nonetheless. PS - the installation part was painful :)
Joshua
March 23, 2020
Could we see more examples on the theory side of things regarding how to prove stationarity from examples, invertibility, how to identify different models etc?

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Related Topics

2884172
udemy ID
3/18/2020
course created date
3/21/2020
course indexed date
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