Understanding the co-movements among assets is essential in contemporary portfolio strategies. In this event, Professor Davidovic will guide participants through the application of MATLAB for conducting Spectral Density Analysis to analyze the intricate dynamics of asset returns. By leveraging the tools of MATLAB, attendees will gain hands-on experience and insights into formulating asset management based on spectral time series analysis.
This event is sponsored by Finance Group and the MathWorks Lab for Fintech and Quantitative Business Analysis of the DMSB, Northeastern University.
Questions? Please contact Paul Chiou at p.chiou@northeastern.edu
