This major consists of core courses and three modules: Research in Statistics, Biostatistics, and Forecasting and Finance.
Core courses
The purpose of the core courses is to provide a comprehensive view of the state of the art in mathematical statistics.
- Mandatory : Bayesian Statistics, Semi and Nonparametric Statistics, Simulation Methods and Resampling, Statistical Methods of Econometrics, Asymptotic Statistics
- Optional : Dynamic Models with Hidden Variables, Advanced Data Analysis, Relational Databases and Web programming
Module 1: Research in statistics
- Mandatory : Statistical Learning
- Optional : Stochastic Calculus, Nonlinear Time Series and processes, Advanced Survey Sampling, Monte carlo methods and generalizations, Training through research courses
Module 2: Biostatistics
- Mandatory : Statistical Models for Molecular Biology, Epidemiological Data
- Optional : Statistical Learning, Duration Models, Health Economics, Evaluation of Public Policies
Module 3: Forecasting and finance
- Mandatory : Statistical Methods for Finance, GARCH and Stochastic Volatility Models, Phenomenology of Financial Markets, Measure of Risk
- Optional : Stochastic Calculus, Advanced Time Series Analysis, Nonlinear Time Series and processes, Econometrics of Asset Valuing, High Frequency Data
Related courses in other majors
Financial Econometrics and Risk Management are recommended for students aiming to apply for jobs as bank statistician.
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