Forecasting Techniques in Financial Markets

In calm water, every ship has a good captain! The guide to predicting how variables will behave is with you in this course.

Derivatives
Turkish
TRY 1,321.13
4 hour 15 minute total time
Lifetime access
Watch on all platforms

Acquirements

  • Financial forecasting models
  • Adapting to changing market conditions
  • Future price predictions
  • Accurate investment planning

Description

It is crucial to identify the probability distributions that explain these variables in order to forecast how they will behave in the future. The relevant financial variable's anticipated value and variances are evaluated using various simulation techniques and stochastic equations built utilizing these probability distributions. High volatility is recognized to harm the financial needs of risk-averse individuals or institutional investors. Because of this, it's critical to predict volatility to guard against future unpleasant shocks accurately.

This course is designed to give investors extensive knowledge of all financial forecasting methods to develop realistic economic simulations that consider shifting market circumstances before and throughout the investing process. The introduction of estimation models will include a thorough explanation of the fundamental statistics utilized in finance.

Various simulations will answer questions that the investor wishes to address, such as all of the essential technical knowledge and the selection of volatility suited for the market and the transaction to anticipate volatility correctly.

Tutors

Evren Bolgün
Evren Bolgün
Economist and Financial Advisor

Course Content

14 chapters21 videos4 hour 15 minute total time
Introduction
  • Introduction and Market Indicators11:44
The Monetary Transmission Mechanism of the Central Bank of Turkey (CBRT)
  • The Monetary Transmission Mechanism of the Central Bank of Turkey (CBRT)10:42
Financial Markets Under Uncertainty
  • Financial Markets Under Uncertainty10:16
Risk-Return Analysis of BIST30 Portfolio
  • Risk-Return Analysis of BIST30 Portfolio13:07
Financial Statistics
  • Financial Statistics12:23
Stationarity and Cointegration Concepts
  • Stationarity and Cointegration Concepts12:10
Probability Distributions
  • Normal Distribution Function10:35
  • Modeling Correlation12:59
  • Binomial Options Pricing Model13:44
  • Monte Carlo Simulation13:54
  • Exponential Moving Average Method11:15
  • GARCH Volatility Modeling13:11
Volatility Analysis of USD/TRY, Gold Gram/TRY, and BIST100 Index
  • Volatility Analysis of USD/TRY, Gold Gram/TRY, and BIST100 Index11:27
Volatility Modeling Experiences in Turkey
  • Volatility Modeling Experiences in Turkey15:02
Value-at-Risk Simulations
  • Value-at-Risk Simulations10:31
Forecasting Models with Stochastic Processes
  • Forecasting Models with Stochastic Processes12:28
  • Geometric Brownian Motion15:49
  • Cox–Ingersoll–Ross Model13:16
Forecasting Models of USD/TRY, Gold Gram/TRY, and BIST100 Index
  • Forecasting Models of USD/TRY, Gold Gram/TRY, and BIST100 Index12:36
Volatility Measurement in Trading Portfolios
  • Volatility Measurement in Trading Portfolios11:50
Closing Remark
  • Closing Remark06:00

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TRY 1,321.13
4 hour 15 minute total time
Lifetime access
Watch on all platforms