STAT411: Generalised Linear ModelsExtends regression techniques to non normal data, demonstrates their applicability to non linear models and shows how such techniques may be used to analyse discrete, categorical, ordinal and correlated responses. SAS software is used.
STAT401: Topics in Stochastic FinanceThis unit aims to integrate a basic understanding of how financial markets work with the analytic tools for modelling their time dependent structures. Since these structures are based on random ("stochastic") processes, stochastic models underpin the methods. Where feasible, analytic methods are developed. The aim is to present as much financial theory about securities markets as possible without requiring the advanced mathematics that is associated with continuous time models. Topics include single period securities markets, valuation of contingent claims, portfolio management, stochastic volatility, the binomial model, value at risk, credit modelling applications.
STAT395: Biostatistics and EpidemiologyThis unit introduces a range of statistical concepts in the design and analysis of epidemiological studies. The first part of course presents an insight into the main types of study designs - cross-sectional surveys, case-control studies, cohort studies, and randomised control trials. Attention is given to the role of matching in the design of case-control studies. The second part of the unit introduces the statistical methods and modelling techniques used in analysing data derived using various epidemiological design strategies. These include the Mantel-Haenszel methods, logistic and Poisson regression, and survival analysis using the Kaplan-Meier method, the Cox proportional hazards model and its extensions. Students will use the statistical package SAS throughout the unit.
STAT379: Operations Research IIThis unit complements STAT279 Operations Research I with the main emphasis again being on application of techniques to problems which arise in business and industry. The computing aspect of the unit will involve the use of a programming package. Topics are to be chosen from integer programming (modelling, branch-and-bound), goal programming, inventory models, decision analysis, game theory and Markov Processes.
STAT329: Electronic Commerce: Database ApplicationsThis unit provides students with key concepts involving the use of information systems and database management in electronic interchange of data. Students will learn in hands-on mode, in terms using web servers in a dedicated laboratory, which will simulate the environment used by companies to develop their websites for commercial use. Security issues will be addressed, as well as methods for on-line surveys and web-based statistical graphics. In addition to HTML and its extensions, available software includes ASP, VBScript, JavaScript, CSS, PHP, Visual Studio InterDev, SQL Server and MySQL. The unit will have a strong practical component involving small group interaction in exercises involving business applications and information technologies. Besides communication skills, students will develop skills with web browsers and database applications.
STAT328: Market Research and ForecastingAdvanced quantitative methods including conjoint analysis, principal component analysis and other statistical techniques that have important applications in market research will form the first part of this unit. Emphasis will be placed on market research applications. Then methods for modelling and forecasting trends based on time series data, including procedures for seasonal adjustment, will be covered.
STAT302: Graphics, Multivariate Methods and Data MiningThis unit consists of two modules concerned with the structure of multivariate data, one analytical, the other graphical. The graphical module provides an introduction to a selection of topics related to new computer-based displays of multivariate data. Topics include: table presentation, principles of good graphical design, the scatterplot matrix, and dot charts for one and two-way classified data. The multivariate analysis module provides an introduction to selected topics in multivariate analysis; namely, cluster analysis, principal components, and discriminant analysis. Knowledge of simple matrix algebra, although not essential, would be very helpful in understanding and working through these topics. Extensive use will be made of statistical packages to illustrate the concepts in lectures and tutorials.
MATH339: Real and Functional AnalysisThis unit is concerned with a review of the limiting processes of real analysis and an introduction to functional analysis. Through the discussion of such abstract notions as metric spaces, normed vector spaces and inner product spaces, we can appreciate an elegant and powerful combination of ideas from analysis and linear algebra.
MATH338: Algebra IIIBMATH338 further develops the theory of algebraic structures commenced in MATH337, and involves the study of a selection of topics in Ring Theory and Field Theory. The Ring Theory strand will develop the basic theory, including the study of integral domains, ideals, quotient rings, principal ideal domains, unique factorisation domains and Euclidean domains, followed by a study of one or two topics related to ring theory such as ideals in quadratic fields, the first case of Fermat's last theorem, Hopf algebras or the Wedderburn Structure Theorem. The Field Theory strand will also develop the basic theory, including the notion of irreducibility, simple, algebraic and transcendental extensions, and the tower law. The ideas of group theory studied in MATH337 will then be applied to the study of field extensions via the notion of automorphisms, culminating in the study of the Galois correspondence theorem.
MATH336: Partial Differential EquationsPartial differential equations form one of the most fundamental links between pure and applied mathematics. Many problems that arise naturally from physics and other sciences can be described by partial differential equations. Their study gives rise to the development of many mathematical techniques, and their solutions enrich both mathematics and their areas of origin. This unit explores how partial differential equations arise as models of real physical phenomena, and develops various techniques for solving them and characterising their solutions. Especial attention is paid to three partial differential equations that have been central in the development of mathematics and the sciences -- Laplace's equation, the wave equation and the diffusion equation.
MATH332: Nonlinear Dynamics and ChaosThe remarkable fact that determinism does not guarantee regular or predictable behaviour is having a major impact on many fields of science and engineering as well as mathematics. The discovery of chaos, or of chaotic motions, in simple dynamical systems changes our understanding of the foundations of physics and has many practical applications as well, shedding new light on the workings of lasers, fluids, mechanical structures and chemical reactions. Dynamical systems involve the study of maps and systems of differential equations. In this unit, the diversity of nonlinear phenomena is explored through the study of second-order differential equations, and 1-dimensional and 2-dimensional maps. Chaotic motions will be introduced by a study of the driven pendulum, a second-order system that includes nonlinear aspects usually ignored in simpler treatments. An appropriate balance between forcing and damping leads to irregular, but bounded, motions that do not repeat themselves, even approximately--truly chaotic motion in a simple deterministic system.
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