Event Description
About the workshop:
The faculty development program (FDP) is designed to enlighten the skills in financial analysis of the research scholars, faculty members and finance professionals working in various corporates. This is an attempt of sharpening the saw. The financial econometrics is an area of study which integrates finance, economics, probability, statistics and applied mathematics. The financial econometrics is an active area of research of present era.
Program Objectives
1. To become aware of the recent trends in financial research,
2. To familiarize with the various economic tools.
3. To get the hands-on experience in using the tools of financial research.
Resource Person Profile:
Dr. K.R. Shanmugam, M.A., MPhil.,Ph.D. (Econometrics):
Professor & Director, Madras School of Economics, Chennai. He is a renowned economist and having experience of more than two decades in teaching, research & consultancy. He has 34 research publicationstohiscredit. Hehasauthored4books. He has delivered more than 50 lectures in various Workshops, FDPs, MDPs, and training programs. And he has successfully completed 25 consultancy projects from various organizations including Govt. agencies.
Dr. R. Kasilingam, MBA,MCA,ML,ICWA,ACS,Ph.D,
Associate Professor, Dept. of MBA, Pondicherry University. He is having experience of around three decades in industry and academics. He has published more than 125 research papers in various national and international journals. He has served as resource person for more than 50 MDPs / FDPs. He has authored 4 books also.
Themes of the Faculty Development Program
|
Timing |
On 25/09/15 |
On 26/09/15 |
|
9.00 am to 9.30 am |
Registration |
Introduction to Multivariate |
|
9.30 am to 10.00 am |
Inauguration |
VAR Model |
|
10.00 am to 11.30 am |
Introduction to Time Series |
Impulse Response |
|
11.30 am to 11.45 am |
Tea Break |
Tea Break |
|
11.45 am to 1.00 am |
Unit Root, Univariate |
Variance Decomposition |
|
1.00 pm to 1.45 pm |
Lunch Break |
Lunch Break |
|
1.45 pm to 3.30 pm |
ARIMA |
VAR Forecasting |
|
3.30 pm to 3.45 pm |
Tea Break |
Tea Break |
|
3.45 pm to 5.00 pm |
ARCH Family |
Granger Causality |
|
Resource Person |
Dr. R. Kasilingam |
Dr. K.R.Shanmuga |
Registration Fees: (Includes Materials, Kit, Certificate, Lunch and Refreshments)
l Faculty / Corporate participants Rs.2020/- per participant.
l ResearchScholarsRs.1,515/-perparticipant. l
For more details contact us :
Dr. C. Sivashanmugam, Mob: 8050704027 E-mail: sivashanmugam@pes.edu
Prof. GVM. Sharma, Mob: 9900128837 Email: gvmsharma@pes.edu Prof. Sandeep.K.Rao, Mob: 9901488475 Email: sandeepkrao@pes.edu
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