MAFS5140

  • Course Syllabus

    •  
  • A few comments
  • Chapter 1: Exploratory data analysis.
  • Chapter 2: Linear models.
  • Chapter 3: Principal components and statistical factor models.
  • Chapter 4: Portfolio theory.
  • Chapter 5: Capital asset pricing models.
  • Sample midterm exam. (A statistical table will be provided if needed)
  • Chapter 6: Parametric models and Bayesian statistics.
  • Chapter 7: Nonparametric regression models.
  • Chapter 8: Learning methods.