LYU, Aoqing - HKUST Class Schedule & Quota

Class Schedule & Quota
2025-26 Spring 2025-26 Winter 2025-26 Fall 2024-25 Summer
2025-26 Spring
Common Core Course
The class information on this page will normally be updated every 15 to 20 minutes during class enrollment period.
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COURSE INFO

VECTOR	[3-0-0:3]
DESCRIPTION	The overarching goal of this course is to equip students with a working knowledge of important econometric techniques necessary to understand and interpret financial data in a broad sense. We will investigate topics such as market efficiency, event studies, factor models, return anomalies, bond markets, among others. Apart from model-based approaches, we will also partially cover state-of-the-art design-based approaches such as synthetic control, regression discontinuity, matrix completion, double machine learning and so on. This course will involve both lecture and paper discussion.

VECTOR

[3-0-0:3]

DESCRIPTION

The overarching goal of this course is to equip students with a working knowledge of important econometric techniques necessary to understand and interpret financial data in a broad sense. We will investigate topics such as market efficiency, event studies, factor models, return anomalies, bond markets, among others. Apart from model-based approaches, we will also partially cover state-of-the-art design-based approaches such as synthetic control, regression discontinuity, matrix completion, double machine learning and so on. This course will involve both lecture and paper discussion.

FTEC 6910I - Applied Econometrics in Financial Technology (3 units)

Section	Date & Time	Room	Instructor	Quota	Enrol	Avail	Wait	Remarks
L01 (6089)	Tu 01:30PM - 04:20PM	Rm 103, E1	LYU, Aoqing QIU, Shi	20	8	12	0