Columbia

market microstructure, volatility forecasting, liquidity modelling

FALL I
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W4109 P & S (STAT core)  
      MW 10:35am-12:55
W4071 INTRO TO THE MATH OF FINANCE (MAFN fall) 
      MW 7:40pm-8:55pm
G4073 QUANT MTHDS IN INVESTMENT MGMT (MAFN fall) 
      T 7:40pm-10:00pm
W4240 Data Mining
      TR 6:10pm-7:25pm

SPRING
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W4315 LINEAR REGRESSION MODELS (STAT core & MAFN fall)
      TR 10:35am-11:50am
W4290 Statistical Methods in Finance
      TR 1:10pm-2:25pm (Pospisil)
G6501 STOCHASTC PROCSSES-APPLICTNS I
      TR 4:10pm-5:25pm (Schertzer)
G6505 STOCHASTIC METHODS IN FINANCE
      TR 6:10pm-7:25pm (Vecer)
W4771 Machine Learning
      TR 2:30pm-3:55pm

FALL II
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CONFLICT

W6501/G6501 STOCHASTIC PROCESSES (MAFN fall)
            TR 6:10pm-7:25pm
W6505       STOCHASTIC METHODS IN FINANCE (MAFN spring only)
            MW 6:10pm-7:25pm
W4437/G6503 TIME SERIES ANALYSIS (STAT core)
            STAT INF/TIME-SERIES MODELLING (MAFN fall)
            TR 7:40pm-8:55pm, T 2:10pm-4:00pm
W4201       Advanced Data Analysis  
            MW 6:10pm-7:25pm

            OR

W4437/G6503 TIME SERIES ANALYSIS (STAT core)
            STAT INF/TIME-SERIES MODELLING (MAFN fall)
            TR 7:40pm-8:55pm, T 2:10pm-4:00pm
W4201       Advanced Data Analysis
            MW 6:10pm-7:25pm
B8311       Options Markets
            TR 10:45am-12:15pm, TR 9:00am-10:30am

W4772       Advanced Machine Learning
            T 4:10pm-6:00pm
E6613       Optimization

G6071 NUMERICAL METHODS IN FINANCE (MAFN spring only