M.Sc. in Modelling and Data Analysis, Lithuania 2019

Vilnius University

Study in:Lithuania
Expired
Deadline: 1 May 2019

About

The analytical modelling, planning, and forecasting work opportunities at various levels are open for Masters in Modelling and Data Analysis in: research centers; financial institutions in private sector (e.g. pension funds, stock exchanges, insurance companies, commercial banks, Hi Tech start-ups); consulting firms; the analysis and planning units of business enterprises; central banks, ministries, and other public sector institutions.

Key learning outcomes

After taking the courses the students should be able to: independently model, estimate and test relationships between variables; practically apply basic principles of econometrics when analysing real data and forecasting economic processes; investigate the dynamics of financial markets; create and maintain macroeconomic models; estimate financial risks; professionally operate econometric software; learn R programming skills; work with economic data bases.

Program Structure

OPTION: ECONOMETRICS

1st Semester

Compulsory Courses

  • Multivariate Statistics
  • Parametric and Nonparametric Econometrics
  • Microeconomic Analysis

Elective Courses

  • Modern Mathematical Economics
  • Panel Data Econometrics
  • Simulation Methods in Econometrics
  • High Frequency and Functional Data Analysis

2nd Semester

Compulsory Courses

  • Statistics of Random Functions
  • Financial Econometrics

Elective Courses

  • Bayesian Econometrics
  • Econometric Analysis of Industrial Organization
  • Game Theory
  • Macroeconomic Theory
  • Predictive Analytics

3rd Semester

Master’s Thesis

OPTION: DATA SCIENCE

1st Semester

Compulsory Courses

  • Multivariate Statistics
  • Parametric and Nonparametric Statistics
  • Data Mining

Elective Courses

  • Multidimensional Data Structures
  • Panel Data Econometrics
  • Spatial Databases
  • High Frequency and Functional Data Analysis

2nd Semester

Compulsory Courses

  • Statistics of Random Functions
  • Big Data Analysis

Elective Courses

Same as for the Econometrics option

3rd Semester

Master’s Thesis

Academic Requirements

  • Bachelor degree in Mathematics, Statistics, Economics (with solid knowledge of Mathematics), Informatics or Physical science;
  • English language proficiency – the level not lower than B2 (following the Common Framework of Reference for Language approved by the Council of Europe).

Detailed Program Facts

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