Linda Zhao

Past Courses

• FNCE899 - INDEPENDENT STUDY

  Independent Study Projects require extensive independent work and a considerable amount of writing. ISP in Finance are intended to give students the opportunity to study a particular topic in Finance in greater depth than is covered in the curriculum. The application for ISP's should outline a plan of study that requires at least as much work as a typical course in the Finance Department that meets twice a week. Applications for FNCE 899 ISP's will not be accepted after the THIRD WEEK OF THE SEMESTER. ISP's must be supervised by a Standing Faculty member of the Finance Department.

• STAT101 - INTRO BUSINESS STAT

  Data summaries and descriptive statistics; introduction to a statistical computer package; Probability: distributions, expectation, variance, covariance, portfolios, central limit theorem; statistical inference of univariate data; Statistical inference for bivariate data: inference for intrinsically linear simple regression models. This course will have a business focus, but is not inappropriate for students in the college. This course may be taken concurrently with the prerequisite with instructor permission.

• STAT102 - INTRO BUSINESS STAT

  Continuation of STAT 101. A thorough treatment of multiple regression, model selection, analysis of variance, linear logistic regression; introduction to time series. Business applications. This course may be taken concurrently with the prerequisite with instructor permission.

• STAT111 - INTRODUCTORY STATISTICS

  Introduction to concepts in probability. Basic statistical inference procedures of estimation, confidence intervals and hypothesis testing directed towards applications in science and medicine. The use of the JMP statistical package. Knowledge of high school algebra is required for this course.

• STAT112 - INTRODUCTORY STATISTICS

  Further development of the material in STAT 111, in particular the analysis of variance, multiple regression, non-parametric procedures and the analysis of categorical data. Data analysis via statistical packages. This course may be taken concurrently with the prerequisite with instructor permission.

• STAT399 - INDEPENDENT STUDY

  Written permission of instructor and the department course coordinator required to enroll in this course.

• STAT431 - STATISTICAL INFERENCE

  Graphical displays; one- and two-sample confidence intervals; one- and two-sample hypothesis tests; one- and two-way ANOVA; simple and multiple linear least-squares regression; nonlinear regression; variable selection; logistic regression; categorical data analysis; goodness-of-fit tests. A methodology course. This course does not have business applications but has significant overlap with STAT 101 and 102. This course may be taken concurrently with the prerequisite with instructor permission.

• STAT471 - MODERN DATA MINING

  Modern Data Mining: Statistics or Data Science has been evolving rapidly to keep up with the modern world. While classical multiple regression and logistic regression technique continue to be the major tools we go beyond to include methods built on top of linear models such as LASSO and Ridge regression. Contemporary methods such as KNN (K nearest neighbor), Random Forest, Support Vector Machines, Principal Component Analyses (PCA), the bootstrap and others are also covered. Text mining especially through PCA is another topic of the course. While learning all the techniques, we keep in mind that our goal is to tackle real problems. Not only do we go through a large collection of interesting, challenging real-life data sets but we also learn how to use the free, powerful software "R" in connection with each of the methods exposed in the class. This course may be taken concurrently with the prerequisite with instructor permission.

• STAT511 - STATISTICAL INFERENCE

  Graphical displays; one- and two-sample confidence intervals; one- and two-sample hypothesis tests; one- and two-way ANOVA; simple and multiple linear least-squares regression; nonlinear regression; variable selection; logistic regression; categorical data analysis; goodness-of-fit tests. A methodology course.

• STAT520 - APPLIED ECONOMETRICS I

  This is a course in econometrics for graduate students. The goal is to prepare students for empirical research by studying econometric methodology and its theoretical foundations. Students taking the course should be familiar with elementary statistical methodology and basic linear algebra, and should have some programming experience. Topics include conditional expectation and linear projection, asymptotic statistical theory, ordinary least squares estimation, the bootstrap and jackknife, instrumental variables and two-stage least squares, specification tests, systems of equations, generalized least squares, and introduction to use of linear panel data models.

• STAT571 - MODERN DATA MINING

  Modern Data Mining: Statistics or Data Science has been evolving rapidly to keep up with the modern world. While classical multiple regression and logistic regression technique continue to be the major tools we go beyond to include methods built on top of linear models such as LASSO and Ridge regression. Contemporary methods such as KNN (K nearest neighbor), Random Forest, Support Vector Machines, Principal Component Analyses (PCA), the bootstrap and others are also covered. Text mining especially through PCA is another topic of the course. While learning all the techniques, we keep in mind that our goal is to tackle real problems. Not only do we go through a large collection of interesting, challenging real-life data sets but we also learn how to use the free, powerful software "R" in connection with each of the methods exposed in the class. Prerequisite: two courses at the statistics 400 or 500 level or permission from instructor.

• STAT701 - MODERN DATA MINING

  Modern Data Mining: Statistics or Data Science has been evolving rapidly to keep up with the modern world. While classical multiple regression and logistic regression technique continue to be the major tools we go beyond to include methods built on top of linear models such as LASSO and Ridge regression. Contemporary methods such as KNN (K nearest neighbor), Random Forest, Support Vector Machines, Principal Component Analyses (PCA), the bootstrap and others are also covered. Text mining especially through PCA is another topic of the course. While learning all the techniques, we keep in mind that our goal is to tackle real problems. Not only do we go through a large collection of interesting, challenging real-life data sets but we also learn how to use the free, powerful software "R" in connection with each of the methods exposed in the class. Prerequisite: two courses at the statistics 400 or 500 level or permission from instructor.

• STAT899 - INDEPENDENT STUDY

  Written permission of instructor, the department MBA advisor and course coordinator required to enroll.

• STAT927 - BAYESIAN STATISTICS

  This graduate course will cover the modeling and computation required to perform advanced data analysis from the Bayesian perspective. We will cover fundamental topics in Bayesian probability modeling and implementation, including recent advances in both optimization and simulation-based estimation strategies. Key topics covered in the course include hierarchical and mixture models, Markov Chain Monte Carlo, hidden Markov and dynamic linear models, tree models, Gaussian processes and nonparametric Bayesian strategies.

• STAT995 - DISSERTATION

• STAT999 - INDEPENDENT STUDY

  Written permission of instructor and the department course coordinator required to enroll.

• Fellow, Institute of Mathematical Statistics, 2017