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Showing 25 course outlines from 4474 matches
3426
STATS 720
: Stochastic Processes2024 Semester One (1243)
Stochastic models and their applications. Discrete and continuous-time jump Markov processes. A selection of topics from point processes, renewal theory, Markov decision processes, stochastic networks, inference for stochastic processes, simulation of stochastic processes, and computational methods using R.
Prerequisite: STATS 320 or 325
3427
STATS 720
: Stochastic Processes2023 Semester One (1233)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
3428
STATS 720
: Stochastic Processes2022 Semester One (1223)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
3429
STATS 720
: Stochastic Processes2021 Semester One (1213)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
3430
STATS 720
: Stochastic Processes2020 Semester One (1203)
Continuous-time jump Markov processes. A selection of topics from: point processes, renewal theory, martingales, Brownian motion, Gaussian processes and inference for stochastic processes.
Prerequisite: STATS 320 or 325
3431
STATS 721
: Foundations of Stochastic Processes2025 Semester Two (1255)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Prerequisite: 15 points from STATS 125, 210, 225, 320 with at least a B+ and 15 points from MATHS 208, 250, 253
Restriction: STATS 325
Restriction: STATS 325
3432
STATS 721
: Foundations of Stochastic Processes2024 Semester Two (1245)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Prerequisite: 15 points from STATS 125, 210, 225, 320 with at least a B+ and 15 points from MATHS 208, 250, 253
Restriction: STATS 325
Restriction: STATS 325
3433
STATS 721
: Foundations of Stochastic Processes2023 Semester Two (1235)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
3434
STATS 721
: Foundations of Stochastic Processes2022 Semester Two (1225)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
3435
STATS 721
: Foundations of Stochastic Processes2021 Semester Two (1215)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
3436
STATS 721
: Foundations of Stochastic Processes2020 Semester Two (1205)
Fundamentals of stochastic processes. Topics include: generating functions, branching processes, Markov chains, and random walks.
Restriction: STATS 325
3437
STATS 722
: Foundations of Financial Mathematics2020 Semester Two (1205)
Fundamentals of financial mathematics. Topics include: mean-variance portfolio theory; options, arbitrage and put-call relationships; introduction of binomial and Black-Scholes option pricing models; compound interest, annuities, capital redemption policies, valuation of securities, sinking funds; varying rates of interest, taxation; duration and immunisation; introduction to life annuities and life insurance mathematics.
Prerequisite: 15 points at Stage II in Statistics or BIOSCI 209, and 15 points at Stage II in Mathematics
Restriction: STATS 370
Restriction: STATS 370
3438
STATS 723
: Stochastic Methods in Finance2022 Semester One (1223)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
3439
STATS 723
: Stochastic Methods in Finance2021 Semester One (1213)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
3440
STATS 723
: Stochastic Methods in Finance2020 Semester One (1203)
Contingent claims theory in discrete and continuous time. Risk-neutral option pricing, Cox-Ross-Rubinstein and Black-Scholes models, stochastic calculus, hedging and risk management.
Prerequisite: STATS 125 and 370, or 15 points from STATS 210, 225, 325
3441
STATS 726
: Time Series2025 Semester Two (1255)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 15 points from STATS 326, 786
3442
STATS 726
: Time Series2024 Semester Two (1245)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 15 points from STATS 326, 786
3443
STATS 726
: Time Series2023 Semester Two (1235)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
3444
STATS 726
: Time Series2022 Semester Two (1225)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
3445
STATS 726
: Time Series2021 Semester Two (1215)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
Prerequisite: STATS 210, and 320 or 325
3446
STATS 726
: Time Series2020 Semester Two (1205)
Stationary processes, modelling and estimation in the time domain, forecasting and spectral analysis.
No pre-requisites or restrictions
3447
STATS 727
: Foundations of Applied Time Series Analysis2021 Semester One (1213)
Fundamentals of applied time series analysis. Topics include: components, decompositions, smoothing and filtering, modelling and forecasting. Examples and techniques from a variety of application areas are presented.
Prerequisite: 15 points from BIOSCI 209, ECON 221, STATS 201, 207, 208, 707
Restriction: STATS 326
Restriction: STATS 326
3448
STATS 727
: Foundations of Applied Time Series Analysis2020 Semester One (1203)
Fundamentals of applied time series analysis. Topics include: components, decompositions, smoothing and filtering, modelling and forecasting. Examples and techniques from a variety of application areas are presented.
Prerequisite: 15 points from BIOSCI 209, ECON 221, STATS 201, 207, 208
Restriction: STATS 326
Restriction: STATS 326
3449
STATS 730
: Statistical Inference2025 Semester Two (1255)
Fundamental topics in estimation and statistical inference. Advanced topics in modelling including regression with dependent data, survival analysis, methods to handle missing data. Advanced topics in current statistical practice researched by students. Students will undertake and present individual research projects on assigned topics, consisting in a literature search and a computational application to a data analysis task.
Prerequisite: STATS 310 or 732
3450
STATS 730
: Statistical Inference2024 Semester Two (1245)
Fundamentals of likelihood-based inference, including sufficiency, conditioning, likelihood principle, statistical paradoxes. Theory and practice of maximum likelihood. Examples covered may include survival analysis, GLM's, nonlinear models, random effects and empirical Bayes models, and quasi-likelihood.
Prerequisite: STATS 310 or 732
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