Advanced Statistics for Finance
Academic Year 2023 - 2024
Timetable:
Tuesday 10-12 (Aula Fanfani)
Wednesday 10-12 (Aula Steve)
Office Hours: Thursday 9-12
Instructor
Brunero Liseo brunero.liseo@uniroma1.it
Textbook:
Slides and notes available from the instructor
James, G., Witten, D., Hastie, T. and Tibshirani, R. (2021) An Introduction to Statistical Learning with R (2nd edition) available at https://www.statlearning.com/
Warning: Colours in the figures are important! Then, print a color copy of the book or read it on a tablet!
There is a companion R package available at
https://cran.r-project.org/web/packages/ISLR/index.html
Other suggested readings
Azzalini, A. and Scarpa, B. (2012) Data analysis and data mining, Oxford University Press
Detailed Program:
Overview of statistical learning
Linear regression
Classification
Linear model selection and regularization
Moving beyond linearity
Tree-based methods
Scheduled dates of exam
04 Jun 2024
16 July 2024
13 September 2024
22 October 2024 (restricted)
14 January 2025