107年第2學期-6195 統計模型專題 課程資訊

評分方式

評分項目	配分比例	說明
Attendance	10
Homework	40
Discussion	50

教育目標

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

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.

基本資料

選修課，學分數：0-1
上課時間：二/3[M428]
修課班級：統計博1C,2C
修課年級：年級以上
選課備註：

參考書目

Applied Linear Regression 4/e (Weisberg)