6195 - 統計模型專題

Topics in Statistical Models

教育目標 Course Target

This graduate level course provides special topics to the basic concepts, major quantitative tools, and statistical modeling applications in information technology and financial markets. The scope of the course includes firstly major basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. The second part of the course has focus on the statistical applications and practice to cases using software SAS and solving real world problems arising from the field of information and financial markets, such as market data, information and risk management.

This graduate level course provides special topics to the basic concepts, major quantitative tools, and statistical modeling applications in information technology and financial markets. The scope of the course includes firstly major basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. The second part of the course has focus on the statistical applications and practice to cases using software SAS and solving real world problems arising from the field of information and financial markets, such as market data, information and risk management.

課程概述 Course Description

This graduate level course provides special topics to the basic concepts, major quantitative tools, and statistical modeling applications in information technology and financial markets. The scope of the course includes firstly major basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. The second part of the course has focus on the statistical applications and practice to cases using software SAS and solving real world problems arising from the field of information and financial markets, such as market data, information and risk management.

This graduate level course provides special topics to the basic concepts, major quantitative tools, and statistical modeling applications in information technology and financial markets. The scope of the course includes firstly major basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. The second part of the course has focus on the statistical applications and practice to cases using software SAS and solving real world problems arising from the field of information and financial markets, such as market data, information and risk management.

參考書目 Reference Books

Applied Linear Regression 4/e (Weisberg)

Applied Linear Regression 4/e (Weisberg)

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
Attendance
Attendance
10
Homework
Homework
40
Discussion
Discussion
50

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 6195
  • 學分 Credit: 0-1
  • 上課時間 Course Time:
    Tuesday/3[M428]
  • 授課教師 Teacher:
    黃愉閔
  • 修課班級 Class:
    統計博1C,2C
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 2 人

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