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.

Applied Linear Regression 4/e (Weisberg)