Module manager: Dr Georgios Aivaliotis
Email: G.Aivaliotis@leeds.ac.uk
Taught: Semester 1 (Sep to Jan) View Timetable
Year running 2024/25
| MATH5315M | Applied Statistics and Probability |
| MATH3772 | Multivariate Analysis |
| MATH5772M | Multivariate&Cluster Analysis |
This module is not approved as an Elective
- introduction to statistical learning (supervised and unsupervised), classification and regression. - cluster analysis, clustering, K-means method, distances between/within clusters; MDS. - tree models, random forest and boosting. - regression models; linear regression and parameter estimation. - logistic regression; additive models. - dimension reduction; principal component and factor analysis; loading interpretation.
Data surround us and are produced by any activity we do. In the financial sector, decisions need to be informed and supported by data. Modern techniques of data analytics using both statistical and machine learning methods form an essential toolkit for the data driven financier. This module will offer all the theoretical background and hands on applications using real data. Applications will include, propensity modelling, credit scoring, portfolio optimisation and more.
On completion of this module, the students will be able to
1. apply both classical statistical as well as machine learning methodologies for classification and regression problems
2. perform dimension reduction
3. apply clustering methods
4. exemplify the above on real, financial data
| Delivery type | Number | Length hours | Student hours |
|---|---|---|---|
| Lecture | 22 | 1 | 22 |
| Practical | 5 | 1 | 5 |
| Private study hours | 73 | ||
| Total Contact hours | 27 | ||
| Total hours (100hr per 10 credits) | 100 | ||
Reading, problem solving, report writing, revising and computing.
Feedback on computer assignments and homeworks (3).
| Assessment type | Notes | % of formal assessment |
|---|---|---|
| Practical | Data analysis | 30 |
| Total percentage (Assessment Coursework) | 30 | |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
| Exam type | Exam duration | % of formal assessment |
|---|---|---|
| Open Book exam | 2.0 Hrs Mins | 70 |
| Total percentage (Assessment Exams) | 70 | |
Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated
There is no reading list for this module
Last updated: 29/04/2024
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