2023

2023

2022

# 数理统计实验班 Mathematical Statistics (Honors) - TA

## 开课学年:

2021

This course aims to study typical statistical problems and concepts based on random variables and induced samples, including how to properly collect data, perform point and interval estimation, conduct hypothesis testing and make decisions. The course covers basic properties of random variable(s) and sample(s), principles and methods of data reduction and maximum likelihood, point and interval estimation, hypothesis testing, large sample inference, Bayesian statistics and statistical decision theory, parametric and nonparametric methods and so on.

# 现代统计模型 Statistical Modeling and Methods - TA

## 开课学年:

2021

The course deals with a variety of statistical models and methods that generalize classical linear regression to include many others that have been found useful in statistical analysis and applications. We will first review key concepts in linear regression analysis, and expand the scope in depth to generalized linear models, then head for several important directions: nonparametric regression and generalized additive models, linear and generalized linear mixed models, generalized estimating equations for correlated data, dimension reduction and so on (if time permits).

# 量化金融专题 Topics in Quantitative Finance - TA

## 开课学年:

2020

The course aims at introducing quantitative models in finance from economics, mathematics, and physics viewpoints. Financial problems covered in the course include portfolio management, volatility estimation and modeling, optimal order execution under price impact, and interest rate related products and their modeling. In order to prepare the student into the core, part of the course offers a crash course on stochastic control theory in discrete time and the theory of statistical learning.

2019