Day of Week | Hour | Room |
---|---|---|
Monday | 16:00 - 18:00 | Fib-N1 |
Tuesday | 9:00 - 11:00 | Fib-H-Lab |
Written exam consists of open questions and exercises. Example text: sample1, sample2. The exam lasts 2 hours. No teaching material can be consulted during the exam.
Registration is mandatory.
Date | Hour | Room |
---|---|---|
15/1/2018 | 14:00 - 16:00 | Fib-L1 |
12/2/2018 | 14:00 - 16:00 | Fib-L1 |
Day | Room | Topic | Learning material | Instructor | |
---|---|---|---|---|---|
1. | 20.02 16:00-18:00 | N1 | Introduction. Probability and independence. | [B1] Chpts. 1-3 | F. Lillo |
2. | 21.02 9:00-11:00 | H-Lab | Discrete and continuous random variables. | [B1] Chpts. 4-5 | F. Lillo |
3. | 27.02 16:00-18:00 | N1 | R basics. | [B2] Chpts. 1,2.1,2.4 slides script1.R | S. Ruggieri |
4. | 28.02 9:00-11:00 | H-Lab | Simulation. Expectation and variance | [B1] Chpts. 6-7 noteSim | F. Lillo |
5. | 06.03 16:00-18:00 | N1 | R basics and distributions. | [B2] Chpts. 2.2,3-4 script2.R | S. Ruggieri |
6. | 07.03 9:00-11:00 | H-Lab | Computations with random variables. Covariance | [B1] Chpts. 8-10 | F. Lillo |
7. | 13.03 16:00-18:00 | N1 | Sum of random variables. Law of large numbers | [B1] Chpts. 11,13 | F. Lillo |
8. | 14.03 9:00-11:00 | H-Lab | R programming and graphics. | [B2] Chpts. 2.3,3-4 exercise.R script3.R | S. Ruggieri |
9. | 20.03 16:00-18:00 | N1 | The central limit theorem. Graphical summaries | [B1] Chpts. 14,15 | F. Lillo |
10. | 21.03 9:00-11:00 | H-Lab | Numerical summaries. Poisson process | [B1] Chpts. 12,16 Rcode slides | F. Lillo |
11. | 27.03 16:00-18:00 | N1 | Unbiased estimators. Efficiency and MSE | [B1] Chpts. 17,19, 20 | F. Lillo |
12. | 28.03 9:00-11:00 | Sem. Est | Examples on CLT and MSE. Data preprocessing. | [B2] Chpt. 10 dataprep.r script4.R | S. Ruggieri |
13. | 03.04 16:00-18:00 | N1 | Maximum likelihood. | [B1] Chpt. 21 fisher | F. Lillo |
14. | 04.04 9:00-11:00 | H-Lab | Expectation-Maximization. Confidence Intervals. | [B1] Chpt. 23 EM | F. Lillo |
15. | 24.04 16:00-18:00 | N1 | No lesson. | ||
16. | 02.05 9:00-11:00 | H-Lab | Firm growth. Confidence Intervals (2) | [B1] Chpt. 23 | F. Lillo |
17. | 08.05 16:00-18:00 | N1 | Recap and power-laws | Newman's paper, script5.R | S. Ruggieri |
18. | 09.05 9:00-11:00 | H-Lab | Project data | GDrive directory | S. Ruggieri |
19. | 15.05 16:00-18:00 | N1 | Bootstrap. Hypotheses testing | [B1] Chpts. 18,24,25 | F. Lillo |
20. | 16.05 9:00-11:00 | H-Lab | Hypotheses testing. t and F test | [B1] Chpts. 26,27, 28 | F. Lillo |
21. | 22.05 16:00-18:00 | N1 | Hypotheses testing (correlation, K-S, chi-square) | CorrNotes K-S | F. Lillo |
22. | 23.05 9:00-11:00 | H-Lab | Hypotheses testing. Bootstrap. Intermediate project task. | [B2] Chpt. 5.1, script6.R | S. Ruggieri |
23. | 29.05 16:00-18:00 | N1 | Elements of linear time series analysis | TimeSeries | F. Lillo |
24. | 30.05 9:00-11:00 | H-Lab | Hypotheses testing, parameter estimation. | [B2] Chpts. 5.2-5.7, 6, script7.R | S. Ruggieri |