WClasses

STAT 373 - Regression and Forecasting Methods in Finance

Application of regression and time series models in finance; multiple regression; algebraic and geometric representation of least squares; inference methods - confidence intervals and hypothesis tests, ANOVA, prediction; model building and assessment; time series modelling; autoregressive AR(1) models - fitting, assessment and prediction; moving average smoothing, seasonal adjustment; non-stationarity and differencing.

Prerequisites

MATH136, STAT231 with a grade of 60% or STAT241; Computing & Financial Management or Math/CPA students only.

Corequisites

None

Antirequisites

STAT321, STAT331, STAT371, STAT443, AFM323/STAT374

Offerings

Fall 2025 [1259]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001643650 / 10011:30 - 12:50 M,W

Fall 2023 [1239]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001629552 / 8008:30 - 09:50 T,Th

Fall 2022 [1229]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001740052 / 15014:30 - 15:50 T,ThSTC 0010Peter Balka
TUT 101740152 / 15008:30 - 09:20 FSTC 0050Peter Balka

Fall 2021 [1219]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001642452 / 73 Peter Balka
LEC 0021014811 / 77 Peter Balka
TUT 101642511 / 7714:30 - 15:20 TSTC 0010Peter Balka

Fall 2020 [1209]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 041632097 / 110 Peter Balka

Fall 2019 [1199]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001614258 / 9614:30 - 15:50 M,WMC 2038Peter Balka
TUT 101614358 / 9611:30 - 12:20 FDWE 2527Peter Balka

Fall 2018 [1189]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001599376 / 9608:30 - 09:50 T,ThMC 2035Peter Balka
TUT 101599476 / 9611:30 - 12:20 FMC 2034Peter Balka

Fall 2017 [1179]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001610769 / 7010:00 - 11:20 T,ThRCH 308Hany Fahmy
TUT 101610869 / 7009:30 - 10:20 FMC 4021Hany Fahmy

Fall 2016 [1169]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001609546 / 8008:30 - 09:50 T,ThAL 124Hany Fahmy
TUT 101609646 / 8008:30 - 09:20 FMC 2034Hany Fahmy

Fall 2015 [1159]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001637451 / 8018:30 - 21:20 WMC 1056Hany Fahmy
TUT 101637551 / 8017:30 - 18:20 MMC 1056Hany Fahmy

Fall 2014 [1149]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001605344 / 10019:00 - 21:50 WMC 2017Hany Fahmy
TUT 101605444 / 10016:30 - 17:20 ThMC 2054Hany Fahmy

Fall 2013 [1139]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001571352 / 10011:30 - 12:50 T,ThMC 2017Peter Balka
TUT 101571452 / 10017:30 - 18:20 WMC 2054Peter Balka

Fall 2012 [1129]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001566286 / 10411:30 - 12:50 T,ThMC 4045Peter Balka
TUT 101566386 / 10417:30 - 18:20 WMC 4045Peter Balka

Fall 2011 [1119]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001552390 / 10411:30 - 12:50 T,ThMC 4045Peter Balka
TUT 101552490 / 10417:30 - 18:20 WMC 4045

Fall 2010 [1109]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001561271 / 9011:30 - 12:50 T,ThMC 2054Peter Balka
TUT 101561371 / 9017:30 - 18:20 WMC 2054

Fall 2009 [1099]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001541077 / 9011:30 - 12:50 T,ThOPT 401Peter Balka
TUT 101541177 / 9017:30 - 18:20 WDWE 2527

Fall 2008 [1089]

SectionClassEnrolledTimeDaysLocationInstructor
LEC 001713063 / 9009:30 - 10:20 M,W,FMC 4045Peter Balka
TUT 101713163 / 9017:30 - 18:20 ThMC 4045

UW Flow Ratings

Liked: 44.83%

44.83%

Easy: 48.81%

48.81%

Useful: 63.64 %

63.64%

STAT 373 leads to

ACTSC 463 - Introduction to Property and Casualty Loss Reserving

AFM 422 - Management of Financial Institutions

AFM 423 - Topics in Financial Econometrics

ACTSC 432 - Credibility and Risk Theory

ACTSC 423 - Topics in Financial Econometrics

ACTSC 431 - Casualty and Health Insurance Mathematics 2

ACTSC 456 - Statistical Learning in Actuarial Science