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STAT 2602

Statistical Models for Business Analytics and Finance

0.5 credit · Undergraduate

Analysis of variance, multiple regression (including polynomial regression), logistic and Poisson regression, probit models, time series (including decomposition into components, exponential smoothing, model diagnostics and ARIMA models), Monte Carlo simulation.

2022

Topics

  • 12.1, 12.2 Experimental Design, One-Way Analysis of Variance
  • 12.3, 12.4 The Randomized Block Design, Two-Way ANOVA
  • 15.8 – 15.10
  • 15.10 – 15.11
  • reference
  • reference: Decomposition, Simple Exponential Smoothing, Forecast
  • Time Series Part 4: Seasonal ARIMA Models
  • Dec. 2 Other sources Brownian Motion Model, Examples from Finance including

Readings

  • Business Statistics and Analytics in Practice, Bowerman. 9th edition.
  • Categorical data analysis. 3rd edition. A. Agresti. Wiley series in probability and Statistics.
  • Forecasting: Principles and Practice, Third Edition, Hyndman and Athanasopoulos.

Prerequisites & course information

Precludes additional credit for DATA 1519 , STAT 2607 (no longer offered). Prerequisite(s): STAT 2601 . Lectures three hours a week and laboratory one hour a week.

Sources