Course Introduction:

This course introduces some commonly used probabilistic and statistical techniques particularly of multivariate favor, introductory machine learning concepts (both supervised and unsupervised) and predictive analytics in Business Logistics, Quantitative Finance, and Risk Management Science.

Tutorial Notes:

Tutorial 1 : R basics and Simulation

Tutorial 2 : Testing for Normality

Tutorial 3 : Time Series Model and Volatilities

Tutorial 4 : GARCH and Kelly's Formula

Tutorial 5 : Risk Measures

Tutorial 6 : Principle Component Analysis

Tutorial 7 : Logistic Regression

Tutorial 8 : Multinomial Logit Model and Model Evaluation

Tutorial 9 : Classification Tree

Tutorial 10 : Impurity Measures and Random Forest

Tutorial 11 : Benford's Law