ECON5220 (Computational Finance and Financial Econometrics) course reviews and ratings at Northeastern (NEU). Compare professors with RateMyProfessor reviews.
Covers many aspects of the contemporary quantitative finance toolkit. Uses standard econometrics to address empirical finance questions such as estimating stock betas and efficient market tests. Includes advanced econometrics for non-stationary data and limited dependent variables, with cointegration/statistical arbitrage applications and bankruptcy modeling; quantitative research and portfolio management techniques like factor portfolio sorts (including machine learning and Big Data); and quantitative techniques, such as Monte Carlo simulations, to value derivatives and for pricing exotic options.
Data updated October 2026.