Current MSCS Graduate Courses ( Spring 2017, Fall 2017, Spring 2018 )

Spring 2017

STAT 522 Multivariate Statistical Analysis (Jie Yang)
PREREQUISITES:
STAT 521
DESCRIPTION:
Multivariate normal distribution, estimation of mean vector and covariance matrix, T-square statistic, discriminant analysis, general linear hypothesis, principal components, canonical correlations, factor analysis
STAT 536 Optimal Design Theory II (S. Hedayat)
PREREQUISITES:
Stat 535 or consent of instructor.
DESCRIPTION:
Construction of optimal designs; BIB, Latin square and generalizedYouden, repeated measurements, treatment-control studies; construction of factorial designs including orthogonal arrays.
STAT 591 Advanced Topics in Statistics, Probability, and Operations Research: Stochastic Calculus (Ouyang)
PREREQUISITES:
Approval of the department
DESCRIPTION:
Stochastic calculus and applications to Math finance: Part 1 - The theory: Brownian motion, Continues time martingales, Markov properties of Brownian motion, Construction of Brownian motion, Stochastic integrals, It\^{o}'s formula, Applications of It\^{o}'s formula, The Girsanov theorem. Part 2 - Applications to math finance: Black-Scholes formula, local volatility models and the fundamental theorem of finance

Fall 2017

Courses for this term have not been posted yet.

Spring 2018

Courses for this term have not been posted yet.
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