Statistics & Probability | Instructor: Suman Ganguli

Category: Course Activities (Page 2 of 4)

Participation Activity: CityTech SIAM talk on “Applications of Data Science to Finance” (today!)

The CityTech student chapter of SIAM (Society for Industrial and Applied Mathematics) is hosting a this talk over Zoom later today (1-2p), which looks very relevant to our course:

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I will be logging on for the talk. If you log on and listen to the talk, you will earn a participation point!

Here is the talk description from the flyer above:

In this very broad session we will discuss some examples of areas where data science and machine learning methods can be applied to solve real problems in financial markets. While we can always define very reasonable models to explain market phenomena, sometimes the results may be too good to be true. We will cover some details of when the fit can go wrong and discuss ways to avoid the pitfalls.”

CITYTECH SIAM Talk Spring 2021 – flyer

And here is the speaker’s bio:

Dr. Veronica Bustamante received her Bachelor’s Degree from Emory University, a dual major in Economics and Mathematics. She earned a Master’s in Mathematics and completed her PhD in Applied Mathematics from Emory University in 2013. Dr. Bustamante has worked as a mathematician in industry since completing her doctoral degree, starting her career at Intel Corporation working in device modeling and engineering, later transitioning to market sizing and forecasting. Veronica has been in the financial services industry for the past six years, working in different areas of banking, from regulatory stress testing to fixed income index research. She is currently a research analyst in quantitative fixed income at J.P. Morgan Chase.

Quiz #2: take-home quiz due Sunday (March 7)

Quiz #2 is another take-home assignment, due this Sunday (March 7). You can download the pdf with the quiz exercises from OpenLab Files. For this quiz, you only need to submit a spreadsheet (and as I discuss in the pdf, you can continue working on the same spreadsheet you used for Quiz #1, since you will be working with the same data set).

Submit your updated spreadsheet to the Quiz #2 Assignment on Blackboard. You can submit your spreadsheet as an attached file, or (preferably) by including the share link as a text submission. Please include your name in the title of your spreadsheet.

(If you submit a share link, make sure the share permissions are set so that “Anyone with the link can view”; or share with me at suman.ganguli [at] gmail.com. But even in the latter case, please submit the share link on Blackboard, so that I can see all the quiz submissions and record your score on the quiz on Blackboard.)

Quiz #1: take-home quiz due Sunday (Feb 28)

Quiz #1 is a take-home assignment, due this Sunday (Feb 28). You can download the pdf with the quiz exercises from OpenLab Files.

  1. Set up a spreadsheet: You can start my making a copy of (or copying and pasting the data from) my Quiz #1 Data Google Sheet, which has the data set in it.
  2. Write out your solution: If you have access to a printer, you can print out the Quiz pdf and write your solutions in the spaces provided. But it’s fine to write your solutions on a blank piece of paper. You don’t need to rewrite the statements of the exercises, but please write your solutions in order and number/label them.
  3. Scan your written solutions to a single pdf file (i.e., not a jpeg!). There are number of free smartphone apps you can use to scan to pdf. Some popular ones are Cam Scanner, Microsoft Office Lens, Adobe Scan, and Genius Scan (see here). If you have a Google or Dropbox account, you can use the Google Drive app or the Dropbox app to scan and save the pdf to the cloud.
  4. Submit your pdf and spreadsheet to the Quiz #1 Assignment on Blackboard. You can submit your spreadsheet as an additional attached file, or by including the sharing link (latter is preferred).

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