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        We want to demonstrate our commitment to your privacy. In support of the changes to the EU data protection law, we’ve updated our privacy notice effective May 25, 2018.

        Steeped in Booth’s rich tradition of evidence-based thinking, our econometrics and statistics curriculum gives you the quantitative tools you need to test and refine your ideas.

        You’ll learn advanced regression tools, study financial applications such as volatility modeling and value-at-risk calculations, and leverage big data to learn about behavior.

        You’ll also examine the real-world application of finance theory to answer key questions: What is the default rate on a security? How should you update your portfolio when volatility or correlations are changing over time? How do you measure and forecast transaction costs? Our classes emphasize the use of statistics as an invaluable tool in understanding the real world and making better decisions.

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        Our econometrics and statistics faculty include award-winning authors and National Science Foundation grant recipients. Faculty conduct research in high-dimensional statistical methods, big data analysis, credit ratings, process control, and other areas.

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        Assistant Professor of Econometrics and Statistics and Robert H. Topel Faculty Scholar

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        Wallace W. Booth Professor of Econometrics and Statistics

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        Assistant Professor of Econometrics and Statistics; Liew Family Junior Faculty Fellow and Richard N. Rosett Faculty Fellow

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        Associate Professor of Econometrics and Statistics

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        Assistant Professor of Econometrics and Statistics and George C. Tiao Faculty Fellow

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        Robert Law, Jr. Professor of Econometrics and Statistics

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        Associate Professor of Econometrics and Statistics, and James S. Kemper Foundation Faculty Scholar

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        Alper Family Professor of Econometrics and Statistics

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        Assistant Professor of Econometrics and Statistics and Asness Junior Faculty Fellow

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        Assistant Professor of Econometrics and Statistics, and John E. Jeuck Faculty Fellow

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        H.G.B. Alexander Professor of Econometrics and Statistics

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        Professor of Econometrics and Statistics

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        Research by Chicago Booth’s Dacheng Xiu and others suggests that today’s computers can predict asset returns with an unprecedented accuracy.

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        Chicago Booth’s Dacheng Xiu and coauthors investigate whether many of the investable factors identified in the finance literature are redundant.

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        Research by Chicago Booth’s Max Farrell, Tengyuan Liang, and Sanjog Misra suggests that deep learning can have excellent performance when properly used.

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        Test your theories and gain valuable experience in some of the world’s most prestigious competitions on campus and around the globe.

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        Get involved, develop new skills, and meet new people in a wide array of student-led groups.

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        Pursue your interests and expand your network by joining a student-led group for Part-Time MBA students.