Prerequisites: STAT GR5203 and GR5204 or the equivalent.
Theory and practice of regression analysis, Simple and multiple regression, including testing, estimation, and confidence procedures, modeling, regression diagnostics and plots, polynomial regression, colinearity and confounding, model selection, geometry of least squares. Extensive use of the computer to analyse data.
Corequisites: STAT GR5204 and GR5205 or the equivalent.
Introduction to programming in the R statistical package: functions, objects, data structures, flow control, input and output, debugging, logical design, and abstraction. Writing code for numerical and graphical statistical analyses. Writing maintainable code and testing, stochastic simulations, paralleizing data analyses, and working with large data sets. Examples from data science will be used for demonstration.
The natural environment provides a wide range of goods and services on which humans depend for survival, identity, livelihoods, and physical and emotional health. Because we are tied so directly and completely to the environment, both environmental conflicts and conflicts involving environmental drivers can be extremely complex and difficult to resolve. Moreover, the implementation of negotiated settlements can have unintended environmental and social impacts. Thus the metrics of success for conflict resolution must sometimes be expanded to include elements of environmental sustainability or reduction of natural hazards. Students participating in this course will gain: 1) grounding in social-ecological and environmental conflict resolution theory; 2) analytical frameworks for environmental conflict assessment; 3) exposure to a range of traditional ADR and innovative resource management techniques for pursuing environmental conflict resolution; and 4) knowledge and skills to evaluate the effectiveness of conflict intervention strategies.
Prerequisites: STAT GR5206 or the equivalent.
The course will provide an introduction to Machine Learning and its core models and algorithms. The aim of the course is to provide students of statistics with detailed knowledge of how Machine Learning methods work and how statistical models can be brought to bear in computer systems - not only to analyze large data sets, but to let computers perform tasks that traditional methods of computer science are unable to address. Examples range from speech recognition and text analysis through bioinformatics and medical diagnosis. This course provides a first introduction to the statistical methods and mathematical concepts which make such technologies possible.
Prerequisites: STAT GR5206 or the equivalent.
The course will provide an introduction to Machine Learning and its core models and algorithms. The aim of the course is to provide students of statistics with detailed knowledge of how Machine Learning methods work and how statistical models can be brought to bear in computer systems - not only to analyze large data sets, but to let computers perform tasks that traditional methods of computer science are unable to address. Examples range from speech recognition and text analysis through bioinformatics and medical diagnosis. This course provides a first introduction to the statistical methods and mathematical concepts which make such technologies possible.
Prerequisites: Pre-requisite for this course includes working knowledge in Statistics and Probability, data mining, statistical modeling and machine learning. Prior programming experience in R or Python is required.
This course will incorporate knowledge and skills covered in a statistical curriculum with topics and projects in data science. Programming will covered using existing tools in R. Computing best practices will be taught using test-driven development, version control, and collaboration. Students finish the class with a portfolio of projects, and deeper understanding of several core statistical/machine-learning algorithms. Short project cycles throughout the semester provide students extensive hands-on experience with various data-driven applications.
This course covers programming with applications to finance. The applications may include such topics as yield curve building and calibration, short rate models, Libor market models, Monte Carlo simulation, valuation of financial instruments such as options, swaptions and variance swaps, and risk measurement and management, among others. Students will learn about the underlying theory, learn coding techniques, and get hands-on experience in implementing financial models and systems.
Prerequisites: STAT GR5264
Available to SSP, SMP. Mathematical theory and probabilistic tools for modeling and analyzing security markets are developed. Pricing options in complete and incomplete markets, equivalent martingale measures, utility maximization, term structure of interest rates.