Teaching

The University of Chicago (Teaching Assistant)

• • • Generalized Linear Models, STAT347

    • Statistical Methods and Applications, STAT220

    • Mathematical Statistics I, STAT301

    • Data Analysis Project, STAT349

    • Monte Carlo Simulation, STAT315:

Lecture Notes (co-authored with Daniel Sanz-Alonso)

A First Course in Monte Carlo Methods

The University of Chicago (Preliminary Exam Coach)

• Applied Statistics Preliminary Exam

The University of New South Wales (Tutor + Course Administrator)

• Deep Learning, COMP9444

• Machine Learning & Data Mining, COMP9417:

Tutorials*

Tutorial 1: Regression I

Tutorial 2: Regression II

Tutorial 3: Classification

Tutorial 4: Nonparametric Modelling

Tutorial 5: Kernel Methods

Tutorial 6: Ensemble Learning

Tutorial 7: Neural Learning

Tutorial 8: Learning Theory

Labs* (IPython Notebooks)

Lab 0: Intro to NumPy, scikit-learn and matplotlib

Lab 1: Regression I

Lab 2: Regression II

Lab 3: Classification

Lab 4: Nonparametric Modelling

Lab 6: Ensemble Learning

Lab 7: Neural Learning

*Solution files for tutorials and labs are available to instructors upon request.

The Australian National University (Tutor)

• Stochastic Modelling, STAT3004/7018

• Mathematics and Applications I, MATH1013

• Quantitative Research Methods, STAT1008

• Continuous Time Finance, FINM3003

• Derivatives, FINM2022

• Foundations of Finance, FINM1001

• Applied Derivatives, FINM7041