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Teaching
- — Spatial Statistics —
- Textbook (material de apoio)
- Lecture 1 and 2 : Theory (Slides + R script)
- Lecture 3 and 4 : Theory (Slides + R script)
- Lecture 5 and 6 : Theory (Slides + R script)
- Lecture 7 and 8 : Theory (Slides + R script)
- Teaching Assistant
- — Data Science (MAE5905) —
- Assignment 1
- Assignment 2
- Assignment 3
- Assignment 4
- — Data Analysis (MAE0261) —
- Assignment 1
- Assignment 2
Financial Engineering
- — FINANCIAL DATA —
- EDA & Yield Curve
- EDA
- — FINANCIAL ECONOMETRICS —
- Sensitivity to outliers
- Regime change
- — DERIVATIVE PRICING —
- Tree-Based Option Pricing
- Stochastic Volatility
- — STOCHASTIC MODELING —
- Volatility Smile
- Reinforcement Learning
- — MACHINE LEARNING IN FINANCE —
- Learning-Based Trading
- Classification Models
- Hyperparameter Optimization (HPO)
Statistics
- — STATISTICS BEHIND ML (MAE5911) —
- Possibility measure
- Estimation Methods
- Neural Networks
- P-value and Neural Networks
- Multi-Head Attention & LLMs
- — ADVANCED STATISTICS I (MAE5834) —
- Assignment 1
- Assignment 2
- Assignment 3
- Assignment 4
- Assignment 5
- — Generalized Linear Models (MAE5763) —
- Assignment 1
- Assignment 2
- — BAYESIAN INFERENCE (MAE5748) —
- Dynamic linear models
Consulting
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