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Statistical and Machine Learning Models for Time Series Analysis

Lecture Register

Academic year 2021/2022
Lecturer Giulia Livieri, Fabrizio Lillo, Piero Mazzarisi

Lecture

  • 01 Mar 2022 (2h 00m)

    Fabrizio Lillo - Course (teaching activity) - Both face to face and online

    Introduction to the course; Holt Winter approach. Intro to ARIMA and SARIMA. Stationarity

  • 03 Mar 2022 (2h 00m)

    Fabrizio Lillo - Course (teaching activity) - Both face to face and online

    Correlation and dependence; Maximum Likelihood Estimation; Generalized Method of Moments; AR e MA processes

  • 07 Mar 2022 (2h 00m)

    Fabrizio Lillo - Course (teaching activity) - Both face to face and online

    Estimation of ARIMA models; VAR models

  • 10 Mar 2022 (2h 00m)

    Fabrizio Lillo - Course (teaching activity) - Both face to face and online

    VAR models and Structural VAR identification

  • 15 Mar 2022 (2h 00m)

    Fabrizio Lillo - Course (teaching activity) - Both face to face and online

    Independent Component Analysis. Kalman filter and state space models

  • 22 Mar 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Time varying parameters models - univariate

  • 23 Mar 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Tme-varying parameters models -- multivariate

  • 29 Mar 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Introduction to Artificial Neural Networks

  • 30 Mar 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Introduction to Artificial Neural Networks - continuazione

  • 31 Mar 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Recurrent Neural Networks

  • 13 Apr 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Recurrent Neural Networks -- continuazione

  • 21 Apr 2022 (4h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Convolutional Neural Networks

  • 28 Apr 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Convolutional Neural Networks -- continuazione

  • 29 Apr 2022 (2h 00m)

    Giulia Livieri - Course (teaching activity) - Face to face

    Signatures

  • 05 May 2022 (2h 00m)

    Piero Mazzarisi - Course (teaching activity) - Face to face

    Autoencoders

  • 17 May 2022 (2h 00m)

    Piero Mazzarisi - Course (teaching activity) - Face to face

    Generative Adversarial Networks

  • 19 May 2022 (2h 00m)

    Piero Mazzarisi - Course (teaching activity) - Face to face

    Time series of networks 1

  • 24 May 2022 (2h 00m)

    Piero Mazzarisi - Course (teaching activity) - Face to face

    Time series of networks 2

  • 26 May 2022 (2h 00m)

    Piero Mazzarisi - Course (teaching activity) - Face to face

    State space graph models

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