School Specific Events

Delivered by Dr Jan Novotny - running from the 12th May 2026 to the 16^th June 2026.

Course overview
This course offers an applied introduction to machine learning, focusing on real-world implementation in finance. The core objective is to demystify machine learning and equip you with the skills and understanding needed to analyse your own datasets independently. By the conclusion of the course, you will be able to integrate these analytical methods into your daily workflow, enhancing your data-driven decision making and problem-solving capabilities. Each session combines theory with practical exercises, ensuring you develop both conceptual understanding and implementation skills. Expect to spend one/two hours a week to practice the machine learning techniques covered in the sessions.

Benefits
■ You will be introduced to basic concepts of machine learning, which is the
scientific study of algorithms and statistical models that computer systems use to perform a specific task without using explicit instructions, relying on patterns and inference instead
■ You will learn how to include machine learning models into your daily workflow with practical examples
■ You will learn how to code machine learning algorithms independently
■ You will implement a number of different machine learning methods ranging from ordinary least squares, regularised linear regressions, decision trees and forest, boosting, to neutral networks, understanding when each is applicable

Course prerequisites
You are expected to have a basic knowledge of Python (being able to run 
simple commands preferably using the Jupyter Notebooks), and a basic knowledge of Mathematics and Statistics. 

Target audience
This course is particularly useful to both professionals and researchers working in fields where there is demand for quantitative data-based decisions.

Schedule: 
12^th May 2026 to the 16^th June 2026.

Fees:
£340 City St George's Students, Alumni and Staff
£476 External Students
£680 External Non-Student

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date. In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course. Please use your University email address if purchasing City St George's/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants. Please email faculty.administration@citystgeorges.ac.uk before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate. 

Please register and pay for BCOVS below.  If you are a postgraduate research student then you will still need to “purchase” your registration below but it is FREE.  To confirm your status please ask your supervisor to e-mail Samantha.Kates.1@city.ac.uk.  The congress dinner will be a traditional Turkish feast held at Pasha, 301 Upper Street Islington.   Food and drink are included in the price.  If you are vegetarian please e-mail Sam on Samantha.Kates.1@city.ac.uk

The Hanna’s Orphanage Christmas cards have arrived! The fantastic range of designs were created by some of the children at Hanna’s Orphan’s Home, as well as children from a local primary school affiliated with Cass Business School.

The perfect way to send your festive greetings and support Hanna’s Orphanage at the same time!

Each pack has a mixture of card designs. Free Postage and Packing.

Delivered by Professor Giovanni Urga - Running from 16th to 17th July 2026 (15:00 - 19:00 UK time)

Course overview 

The course covers several theoretical and empirical topics in financial econometrics providing a comprehensive presentation of the econometric methods applied to finance. Topics include: forecasting and forecast evaluation, estimation methods such as GMM and MLE, univariate and multivariate GARCH models, and realised and stochastic volatility models, 
measurement techniques and tests for contagion, principal components and factor analysis, the use of Autometrics in model selection in presence of a large number of regressors. The theory is illustrated in practice modelling interest rates, asset prices and forex time series at several temporal frequencies.

See more information here: Courses and webinars | Bayes Business School (city.ac.uk)

Benefits
■ You will be introduced to the statistical analysis of time series, autoregressive–moving-average (ARMA) models, and forecasting evaluation criteria
■ You will learn theoretical and practical tools of univariate, multivariate GARCH volatility models
■ You will learn to identify and measure contagion between markets
■ You will be taught theoretical and practical tools of high frequency data and the impact of market announcements
■ You will practise on practical econometric and financial problems

Target audience
This course is particularly useful to professionals working in the financial  industry, consultancy firms, Central Banks, regulatory authorities, public and 
private research centres.

Course prerequisites
Participants are expected to have a quantitative background. Knowledge of the fundamentals of econometrics, derivatives, quantitative asset pricing theory will help participants to obtain the maximum benefit from the course.

Schedule:

16-17th July 2026

Fees:
£240 City St George's Students, Alumni and Staff
£360 External Students
£480 External Non-Student

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date. In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course. Please use your University email address if purchasing City St George's/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants. Please email faculty.administration@citystgeorges.ac.uk before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate. 

Delivered by Professor Giovanni Urga - Running the 13th - 14th July 2026 (15:00 - 19:00, UK time).

Course overview: 

There is huge body of literature applying panel data techniques using stock market and banking data. In this course, we will 
present most important panel data techniques for stationary and nonstationary panels. We will discuss the importance of modelling heterogeneity and we will discuss static and dynamic models, introducing the crucial distinction between fixed and random effects. Practical applications using financial (stocks, interest rates) and banking (accounting) datasets will be delivered using Stata, which is the most comprehensive econometric software for dealing with panel data analysis.

Benefits:
■ You will learn how to handle and summarise panel datasets.
■ You will learn a large number of panel data techniques for stationary and nonstationary variables.
■ You will learn how to implement panel data analysis using econometric software.

Target audience: 

This course is particularly useful to professionals working in the financial industry, consultancy firms, Central Banks, regulatory authorities, public and private research centres.

Course prerequisites:

The course requires intermediate knowledge in statistics and econometrics for economics and finance. Knowledge of the fundamentals of financial stability and systemic risk will help participants to obtain the maximum benefit from the course. 

Schedule: 
13th- 14th July 2026. 

Fees:
£240 City St George's Students, Alumni and Staff
£360 External Students
£480 External Non-Student

Registration, payment and cancellation policy

Payment of course fees is required prior to the course start date. In case a course is cancelled, registered participants will receive the full refund.

Registration closes 7-calendar days prior to the start of the course. Please use your University email address if purchasing City St George's/Bayes students, Alumni, Staff or External students rate tickets.

A 15% discount is available for groups of three or more participants. Please email faculty.administration@citystgeorges.ac.uk before purchasing your tickets if you are a group of three or more people. 

Please use your University email address to receive the student rate.