| Call Number | 13794 |
|---|---|
| Day & Time Location |
F 10:00am-12:00pm L7-119 JEROME L GRE |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Liam M Paninski |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | This course covers topics in statistical finance, with a focus on methodological and practical problems. Topics will include an overview of common financial data, regression and machine learning methods in prediction, models of volatility and covariance, and a survey of topics in risk management and portfolio construction. |
| Web Site | Vergil |
| Department | Statistics |
| Enrollment | 2 students (40 max) as of 12:05PM Sunday, December 14, 2025 |
| Subject | Statistics |
| Number | GR5293 |
| Section | 003 |
| Division | Interfaculty |
| Open To | Engineering:Graduate, GSAS |
| Note | STAT MA students only |
| Section key | 20253STAT5293G003 |