- Class: MW 3-4:30, F36
- Office hours: Thursday at 1pm (R2D2 472). Or email me for an appointment.
- Course work:
- Final project (in a group of two students or individual)
- Final exam
- We will be using R (free) as our statistics
package. I'll be using R in class. The book is on R. Statistics
revolves around R.
- Some useful books on R:
- An introduction to analysis of Financial data with R,
Rue Tsay. (Our text book)
- Introductory Statistics with R by Peter Dalgaard, 2nd edition, ISBN 978-0-387-79053-4, Springer 2008 (paperback).
- Linear Models with R by Julian J. Faraway, ISBN 1-58488-425-8,
Chapman & Hall/CRC Press 2005, (hardback)
- But the web is your best resource on R.
- Sept 4: Dice simulation due
- Sept 4 (Wed, the 2nd day of class): Analysis of Dice (log
normal, sum/product notation)
- Weekend: Read chapter 1 of Tsay and do Homework 1.
- Oct 7: ARCH (start reading
- Oct 9: MLEs (read 4.5.3 carefully)
- Fall break
- Allen Sirolly: email@example.com is looking for
a partner for his final project. Email him if you are also looking.
- Dec 2: In class final exam. (Just kidding!) But, bring your laptops.
- Dec 4: Odd sized groups and volunteers (i.e. 3 people and singles)
I'm looking for volenteers for this day. If you are willing, send me an email.
- Raymond Xu and Bob Greco
- Allen Sirolly
- Banruo Zhou, Xin Wan, Yizheng He
- Katie Hsu and Nick Mccormick
- Dec 9 (last day of class)
- Adam Colombo and Amala Krishnan
- Adam Fogel and Samantha Lee
- Abhi Ramesh and Dennis Chu
- Max Scheiber and Ruslan Zagatskiy
- Paul Singman and Edward Wadsworth
- Vincent Chang, Jack Yang
- Dec 11 (reading days):
- Spencer Eisner and Nicholas Warden
- Chung-won Gee, Byungsoo Kim
- Andrew Ma, Turan Orujlu
- Ariel Stern and Benjamin Christoffersen
- Shray kapoor and Alex Izydorczyk
- Haishi Li, Luyue Luo
- Yuan Yuan and Yingjing Wang
Future Data sets
Last modified: Sun Dec 15 15:05:13 EST 2013