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Statistical Analysis of Financial Data

ORF 505/FIN 505

1232
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The course is divided into three parts of approximately the same lengths. Density estimation (heavy tail distributions) and dependence (correlation and copulas). Regression analysis (linear and robust alternatives, nonlinear, nonparametric,classification.) Machine learning (TensorFlow, neural networks, convolution networks and deep learning). The statistical analyzes, computations and numerical simulations are done in R or Python.
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Section L01

  • Type: Lecture
  • Section: L01
  • Status: O
  • Enrollment: 7
  • Capacity: 48
  • Class Number: 20487
  • Schedule: TTh 11:00 AM-12:20 PM

Section P01

  • Type: Precept
  • Section: P01
  • Status: O
  • Enrollment: 7
  • Capacity: 48
  • Class Number: 20488
  • Schedule: W 04:30 PM-05:30 PM