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.
Terms: Win

Units: 24

Grading: Letter or Credit/No Credit
Instructors:
Lai, T. (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).
Terms: Sum

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Sun, D. (PI)
STATS 260A: Workshop in Biostatistics (HRP 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: 12

Repeatable for credit

Grading: Medical Satisfactory/No Credit
Instructors:
Olshen, R. (PI)
;
Sabatti, C. (PI)
STATS 260B: Workshop in Biostatistics (HRP 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: 12

Repeatable for credit

Grading: Medical Satisfactory/No Credit
Instructors:
Olshen, R. (PI)
;
Sabatti, C. (PI)
STATS 260C: Workshop in Biostatistics (HRP 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: 12

Repeatable for credit

Grading: Medical Satisfactory/No 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 casecontrol and crosssectional studies: the 2x2 table, chisquare test, Fisher's exact test, odds ratios, MantelHaenzel methods, stratification, tests for matched data, logistic regression, conditional logistic regression. Emphasis is on data analysis in SAS. Special topics: crossfold validation and bootstrap inference.
Terms: Win

Units: 3

Grading: Medical Option (MedLtrCR/NC)
Instructors:
Sainani, K. (PI)
STATS 262: Intermediate Biostatistics: Regression, Prediction, Survival Analysis (HRP 262)
Methods for analyzing longitudinal data. Topics include KaplanMeier methods, Cox regression, hazard ratios, timedependent variables, longitudinal data structures, profile plots, missing data, modeling change, MANOVA, repeatedmeasures ANOVA, GEE, and mixed models. Emphasis is on practical applications. Prerequisites: basic ANOVA and linear regression.
Terms: Spr

Units: 3

Grading: Medical Option (MedLtrCR/NC)
Instructors:
Sainani, K. (PI)
STATS 263: Design of Experiments (STATS 363)
Experiments vs observation. Confounding. Randomization. ANOVA.Blocking. Latin squares. Factorials and fractional factorials. Split plot. Response surfaces. Mixture designs. Optimal design. Central composite. BoxBehnken. Taguchi methods. Computer experiments and space filling designs. Prerequisites: probability at
STATS 116 level or higher, and at least one course in linear models.
Terms: Aut

Units: 3

Grading: Letter (ABCD/NP)
Instructors:
Owen, A. (PI)
STATS 266: Advanced Statistical Methods for Observational Studies (EDUC 260B, SOMGEN 290)
Design principles and statistical methods for observational studies, particularly for cause and effect determinations. Topics include: matching methods, sensitivity analysis, instrumental variables, graphical models, marginal structural models. 3 unit registration requires a small project and presentation. Computing is in R. Prerequisites:
HRP 261 and 262 or STAT 209 (
HRP 239), or equivalent. See
http://rogosateaching.com/somgen290/
Terms: Spr

Units: 23

Grading: Medical Option (MedLtrCR/NC)
STATS 297: Practical Training
For students in the M.S. program in Financial Mathematics only. Students obtain employment, with the approval and supervision of a faculty member, in a relevant industrial or research activity to enhance their professional experience. Students must submit a written final report upon completion of the internship in order to receive credit. May be repeated once for credit. Prerequisite: consent of adviser.
Terms: Aut, Win, Spr, Sum

Units: 13

Repeatable for credit

Grading: Satisfactory/No Credit
Instructors:
Lai, T. (PI)
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