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所在平台: Udemy |
课程主页: https://www.udemy.com/course/time-series-for-actuaries/
课程评论：没有评论
**课程名称：** 寿险精算师时间序列分析 **课程概述：** 本课程旨在为寿险精算师考试（特别是CS2B）提供必要的时间序列理论知识。课程内容涵盖： * **什么是时间序列？** * **平稳性与马尔可夫性质** * **自协方差与自相关函数** * **偏自相关函数** * **白噪声及其他常见时间序列模型** * **ARIMA模型（自回归、积分、移动平均）** * **时间序列数据拟合** * **GARCH模型用于波动性度量** * **R Studio 实践与过往考题解析** **讲师：** MJ，Fellow Actuary
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 PropertyAutocovariance and Autocorrelation functionsPartial Autocorrelation functionsWhite Noise and other common Time SeriesARIMAAutoregressiveIntegratedMoving AverageFitting Time Series to DataGARCH models for measuring volatilityR Studio Past Exam QuestionThis course is provided by MJ the Fellow Actuary
