Classes

STAT 230: Multivariate Statistical Analysis

Semester: 

Fall

Offered: 

2018

The course was taught by Prof. Samuel Kou. It was a graduate-level core course in statistics, providing fundamental tools for understanding multivariate (including high dimensional) data. Topics included multivariate normal distribution, quadratic decomposition, principle component analysis, regression, partial correlation, factor analysis, classication, discriminant analysis, clustering, dimension reduction.

The course is currently ongoing.

STAT 123: Applied Quantitative Finance

Semester: 

Spring

Offered: 

2017

The course was taught by Prof. Stephen Blyth, Professor of the Practice in Statistics, and former CEO of Harvard Management Company. The course introduces students to financial derivatives and the probabilistic techniques used to analyze them. It provides a rigorous but accessible treatment of the elegant theory underpinning quantitative finance, motivated by real problems from the financial industry. 

I received student evaluation score of 4.5/5.0, and was awarded the Certificate of Distinction in Teaching from Derek Bok Center of Harvard University.

STAT 220: Bayesian Data Analysis

Semester: 

Fall

Offered: 

2015

This course was taught by Prof. Jun Liu. It was a graduate-level core course in statistics, focusing on Bayesian conceptual frameworks and computational strategies. Topics include basic conjugate models, advanced hierarchical, mixture, and hidden-Markov models, model checking/selection, and Markov chain Monte Carlo.

I received student evaluation score of 4.2/5.0 for this course.