Ox Programming for Econometrics and Finance

Tisch Hall - Room LC8,
40 W 4 Street
(1 block from Washington Sqaure Pk), New York, USA
17-19 March 2004


Contents
Course Description
Course Programme
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Terms and Conditions
About OxMetrics

Timberlake Consultancy, distributors of quality third-party scientific software in the areas of statistics, econometrics, operational research and mathematics, would like to invite you to attend this course, in New York.

The Course - Several major advances in optimization and software engineering have occurred in the past few years. These advances provide a major breakthrough in software engineering. The course aims to cover the user of OxMetrics in Econometrics and Finance. The first two days are dedicated to the object-oriented programming language module Ox Professional and the last day to the more interactive modules PcGive and PcGets. Computers will be available so that participants can gain hands-on experience. The course is applicable to users or potential users of OxMetrics, Ox Professional or Ox Console.

About OxMetrics™ - OxMetrics is the name of modular software system that provides an integral solution for those working in financial econometric modelling, econometric analysis of time series, forecasting or statistical analysis of cross-section and panel data. The software modules have been developed by several senior academic professors and researchers, working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:

  • Latest developments in financial and econometrics modelling techniques (e.g. volatility, regime switching modelling)
  • Easy integration with an organisations' existing systems
  • World-wide support and training
  • Low cost solution.

For further details on Oxmetrics visit the OxMetrics Web.

Who should attend - The course is aimed at forecasters and researchers in:

  • Economic Research/ Model Building
  • Financial Modelling/ Arbitrage Trading
  • Quantitative Investment Management
  • Risk management
  • Derivatives trading
  • Investment management
  • IT integrators
  • Teachers and Researchers in Academic Institutions

Course leader
Dr. Jurgen Doornik is the managing director of OxMetrics Technologies Ltd and Research Fellow at Nuffield College, Oxford. He is the originator of the Ox Object-Oriented Programming language, and contributed to many Ox packages (including the Arfima package) and works with David Hendry on PcGive. He has published papers in the Econometrics Journal, Journal of Economic Surveys, and Scottish Journal of Political Economy. http://www.nuff.ox.ac.uk/users/doornik/

Days 1-3
Non-Academic 1st participant $1500.00
Non-Academic 2nd + participant $1350.00
Academic $750.00
Student (proof required) $450.00
Days 1-2 only Non-Academic 1st participant $1350.00
Non-Academic 2nd + participant $1215.00
Academic $675.00
Student (proof required) $405.00
Day 3 only Non-Academic 1st participant $375.00
Non-Academic 2nd + participant $337.50
Academic $187.50
Student (proof required) $112.50

The cost includes course materials, lunch, refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.


Agenda
(may be subject to change)

Day 1 & 2: OxMetrics - Programming using the Ox Professional module

  • Overview of the Ox system
    • GiveWin
    • Ox Console and Ox Professional
  • Introduction to Ox
    • work environment
    • basic Ox programming
  • Ox programming
    • Using functions for program structure
    • Matrix and other operators
    • Loops and conditional statements
  • Practical issues
    • Input and output
    • Program design and program style
    • Graphics
    • Ox optimization functions
    • Efficient programming
  • Introduction to object-oriented programming using Ox
    • Basic concepts
    • Benefits
    • Some examples
    • Using the Modelbase class
    • Using Ox packages

Day 3: OxMetrics - using the interactive modules PcGive and PcGets

  • Overview of OxMetrics
    • GiveWin
    • PcGive
    • other modules
  • PcGets
    • Introduction
    • Overview of the principles underlying PcGets
    • Some examples
    • Further uses (and abuses)

Main references:


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Terms and Conditions

Registration closes 5 calendar days prior to the start of the course.

Cancellations:

  • full fee returned for cancellations made over 28 calendar days prior to start of the course
  • half-fee returned for cancellations made 14 calendar days prior to he start of the course
  • no fee returned for cancellations made less than 14 calendar days prior to the start of the course.

    Payment of course fees required prior to the course start date