Laboratorio di Calcolo Finanziario, Attuariale e Statistico
Mod. II - Statistica Computazionale (Statistical Computing)

Dipartimento di Economia
Laurea magistrale Finanza e Metodi Quantitativi per l'Economia
Curriculum Statistica per l'Economia e la Finanza


Classes


    Monday   14:30-16:00   Aula 101
    Tuesday   12:15-13:45   Aula 101
    Thursday   12:15-13:45   Lab. Inf. Area Stat.

    Classes start on Monday 29/02/2016.

Contents


  • Monte Carlo simulations
  • Numerical integration
  • Optimisation methods
  • Stochastic optimisation: Genetic algorithms
  • Bootstrap inference

Reading list


  • Jones, O., Maillardet, R. & Robinson, A. (2014) Introduction to Scientific Programming and Simulation Using R, 2nd edition, Chapman & Hall/CRC (2009, 1st edition).
  • Rizzo, M. L. (2008) Statistical Computing with R, Chapman & Hall/CRC.
  • Voss, J. (2013) An Introduction to Statistical Computing, John Wiley & Sons.
  • Slides (updated on 03/05/2016)

Lab