ECON 147Computational Finance and Data Analysis for Financial Engineering
Economics · 4 units · Undergraduate upper division (100-199)
Introduction to econometric modeling in empirical/computational finance. Focus on study of econometric models and methods to understand financial market dynamics. Review of essential concepts in probability/statistics and time-series econometrics. Investigation of some popular financial econometric models and estimation methods. Review of selected topics in finance, and how to apply econometric methods to analyze and understand empirical properties of financial market data. Analytical problem sets and data exercises to enhance theoretical understandings and practical skills.
P/NP or letter grading.
When it runs
Not on the schedule for any of Fall 2025 through Spring 2027. UCLA publishes only that window, so this does not mean the course is gone — check the official listing.
Requisites
Official UCLA wording
Requisites: courses 41, 101, 103. Enforced corequisite: course 147L.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 147
- ECON 41Probability and Statistics for Economists
- ECON 101Microeconomic Theory
- ECON 103Introduction to Econometrics
- MATH 170EIntroduction to Probability and Statistics 1: Probability
- ECON 103LEconometrics Laboratory
- STATS 100AIntroduction to Probability
- MATH 170SIntroduction to Probability and Statistics 2: Statistics
- STATS 100BIntroduction to Mathematical Statistics
- ECON 147LComputational Finance and Data Analysis for Financial Engineering Laboratory
4 direct requisites. Showing 34 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
ECON 147
- ECON 147LComputational Finance and Data Analysis for Financial Engineering Laboratory
1 course lists this as a requisite. The whole downstream is here — 2 courses over 2 levels. Every course here opens its own tree.