"From law to laws"
my journey from social to exact sciences
M.S. in Statistics and Operations Research, with high honors
Polytechnic University of Catalonia - BarcelonaTech (UPC) UPC's Math and Statistics faculty ranks #1 in Spain. Semester 1 (Fall 2015): - Multivariate Analysis (PCA, MDS, FA. CA, Multivariate inference, cluster analysis, discriminant analysis,...) - Statistical Inference (Point & interval estimation, CI estimation, hypothesis testing, regression,...) - Casella & Berger. - R & SAS programming Semester 2 (Spring 2016): - Stochastic optimization (Case studies, modeling techniques, theoretical results, AMPL,...). Some notation help here. - Large scale optimization (Bender's decomp., Dantzig's cutting plane, Frank-Wolfe, Interior Point Methods, Matlab,...) - Financial statistics (Part I: Yield curve analysis; Part II: Prof Tsay's course at Chicago Booth MBA, Quant Finance track) - Computationally intensive methods (Part A: Simulation, Part B: Machine Learning and OR). Summer 2016: R packages 'powerplus' version 3.0 & 'complexplus', and C++ (and a brush-up / consolidation of Matlab and Calculus). Semester 3 (Fall 2016): - Probability and Stochastic Processes (Generating functions, Markov chains, Random Walks,...) - Grimmett & Stirzaker. - Optimization in Data Science (Integer optimization, Support Vector Machines, Data protection algorithms, AMPL) - Econometric Analysis (Regression, Unit roots, Panel data,...) Wooldridge 2009 and Verbeek 2004. Both excellent books. Semester 4 (Spring 2017): - MT 1174 Calculus (2 semesters' worth) - UOL / London School of Economics - distance learning - Management of Statistical Information (Python for Machine Learning, SQL, Web scraping) - Master Thesis: "Do stop-loss rules stop losses? An analytical framework based on modeling overnight gaps and the stationary bootstrap". Stop-Loss & Stop-Profit statistical modeling. Here is a (quite random) proof of the Log laws. It has full details and explanations on the convenience and validity of each step, so anyone can understand (instead of blindly cramming) these laws. |