- Joined
- 4/16/16
- Messages
- 53
- Points
- 18
Request:
I'm thinking of doing a stats/probability-based project with application to finance for an algorithms (II) class and seeking some broad topic/field suggestions so I can read about and figure out a project from there; I am willing to learn anything.
Project is due at the end of semester, so best to be done early like around 10 weeks from now.
Background knowledge:
Assume that I've taken an algorithms (I) course that handles all the basic stuff like dynamic programming, maximum flow, sorting, greedy, divide-and-conquer, etc.
Also assume that I know all undergraduate probability and statistics not from a measure theory perspective. This includes bayesian statistics (Monte carlo MC), stochastic process with Sheldon Ross style and includes Poisson process, Markov Chains, Brownian, Martingales. I have taken Real Analysis which takes care of Set theory, (Sequences & Series in) Metric spaces, Topological spaces, Basics of measure theory and integration (up to Lebesgue measure, convergence), Banach and Hilbert spaces.
I'm thinking of doing a stats/probability-based project with application to finance for an algorithms (II) class and seeking some broad topic/field suggestions so I can read about and figure out a project from there; I am willing to learn anything.
Project is due at the end of semester, so best to be done early like around 10 weeks from now.
Background knowledge:
Assume that I've taken an algorithms (I) course that handles all the basic stuff like dynamic programming, maximum flow, sorting, greedy, divide-and-conquer, etc.
Also assume that I know all undergraduate probability and statistics not from a measure theory perspective. This includes bayesian statistics (Monte carlo MC), stochastic process with Sheldon Ross style and includes Poisson process, Markov Chains, Brownian, Martingales. I have taken Real Analysis which takes care of Set theory, (Sequences & Series in) Metric spaces, Topological spaces, Basics of measure theory and integration (up to Lebesgue measure, convergence), Banach and Hilbert spaces.
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