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Regular version of the site

Professor Dean Fantazzini of Moscow State University Delivers Course on Data Analysis at HSE-Perm

HSE-Perm’s School of Economics and Finance has held a refresher training course, ‘Time Series in R’, led by Professor Dean Fantazzini of Moscow State University (MSU). Professor Fantazzini is the Deputy Head of MSU’s Moscow School of Economics and the programme Chair of Econometrics and Mathematical Methods in Economics.

The course focused on modeling seasonality and cyclicality of data. Professor Fantazzini took a unique approach to the material: he systematized all of the existing approaches on modeling seasonal data and presented them with regard to the example of the power supply industry and cryptocurrencies market. The detailed methodological material, such as the case descriptions and explanatory material written in R code was of particular value.

During his visit Dr. Fantazzini presented his recently published  book Quantitative Finance with R and Cryptocurrencies.

Aleksey Kychkin,
Associate Professor

‘During the course I had the opportunity to get acquainted with time series analysis, not only in terms of mathematical methods and computational models, but also in terms of solving applied tasks for different areas of knowledge. The cases of modern data processing software packages as well as their effects and restrictions were very useful.  Practice-oriented analysis of power consumption data was of special interest for me. I discovered new methods of power consumption prediction, which can be used in internet of things platforms for managing power resources of buildings and production facilities.’

Evgeniya Shenkman,
Senior Lecturer

‘The course was very intensive. Over the course of a few days, we studied different approaches, their advantages and disadvantages. I have got some ideas on how to improve my course on time series analysis which I teach in the Economics programme. I will try to implement them in the next academic year.’