Time Series for Actuaries
By MJ the Fellow Actuary
4.20 (79 reviews)
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
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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2884172
udemy ID
3/18/2020
course created date
3/21/2020
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