printer friendly pageSTATS 243P: Financial Models and Statistical Methods in Risk Management
For SCPD students; see
STATS243.
Last offered: Winter 2015
STATS 244: Quantitative Trading: Algorithms, Data, and Optimization
Statistical trading rules and performances evaluation. Active portfolio management and dynamic investment strategies. Data analytics and models of transactions data. Limit order book dynamics in electronic exchanges. Algorithmic trading, informatics, and optimal execution. Market making and inventory control. Risk management and regulatory issues. Prerequisites:
STATS 240 or equivalent.
Last offered: Winter 2015
STATS 245: Data, Models, and Decision Analytics
Statistical models and decision theory. Online A/B testing, comparative effective studies of medical treatments. Introduction to recommender systems in online services, personalized medicine and marketing. Prerequisite or corequisite:
STATS 202, or
CS 229, or
CME 250, or equivalent.
Terms: Sum
| Units: 3
Instructors:
Tsang, K. (PI)
;
Dobriban, E. (TA)
STATS 250: Mathematical Finance (MATH 238)
Stochastic models of financial markets. Forward and futures contracts. European options and equivalent martingale measures. Hedging strategies and management of risk. Term structure models and interest rate derivatives. Optimal stopping and American options. Corequisites:
MATH 236 and 227 or equivalent.
Terms: Win
| Units: 3
Instructors:
Papanicolaou, G. (PI)
STATS 253: Analysis of Spatial and Temporal Data
A unified treatment of methods for spatial data, time series, and other correlated data from the perspective of regression with correlated errors. Two main paradigms for dealing with autocorrelation: covariance modeling (kriging) and autoregressive processes. Bayesian methods. Prerequisites: applied linear algebra (
MATH 103 or equivalent), statistical estimation (
STATS 200 or
CS 229), and linear regression (
STATS 203 or equivalent).
Last offered: Summer 2015
STATS 260A: Workshop in Biostatistics (BIODS 260A)
Applications of statistical techniques to current problems in medical science. To receive credit for one or two units, a student must attend every workshop. To receive two units, in addition to attending every workshop, the student is required to write an acceptable one page summary of two of the workshops, with choices made by the student.
Terms: Aut
| Units: 1-2
| Repeatable
for credit
Instructors:
Olshen, R. (PI)
;
Sabatti, C. (PI)
STATS 260B: Workshop in Biostatistics (BIODS 260B)
Applications of statistical techniques to current problems in medical science. To receive credit for one or two units, a student must attend every workshop. To receive two units, in addition to attending every workshop, the student is required to write an acceptable one page summary of two of the workshops, with choices made by the student.
Terms: Win
| Units: 1-2
| Repeatable
for credit
Instructors:
Olshen, R. (PI)
;
Sabatti, C. (PI)
STATS 260C: Workshop in Biostatistics (BIODS 260C)
Applications of statistical techniques to current problems in medical science. To receive credit for one or two units, a student must attend every workshop. To receive two units, in addition to attending every workshop, the student is required to write an acceptable one page summary of two of the workshops, with choices made by the student.
Terms: Spr
| Units: 1-2
| Repeatable
for credit
Instructors:
Olshen, R. (PI)
;
Sabatti, C. (PI)
STATS 261: Intermediate Biostatistics: Analysis of Discrete Data (BIOMEDIN 233, HRP 261)
Methods for analyzing data from case-control and cross-sectional studies: the 2x2 table, chi-square test, Fisher's exact test, odds ratios, Mantel-Haenzel methods, stratification, tests for matched data, logistic regression, conditional logistic regression. Emphasis is on data analysis in SAS. Special topics: cross-fold validation and bootstrap inference.
Terms: Win
| Units: 3
Instructors:
Sainani, K. (PI)
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