We offer you one of the best courses on the Data Science Master’s program (based on students’ feedback) – “Statistics and Econometrics” in 100% distance learning. The course will be interested for those who have already started or are planning to begin a career in machine learning and want to deepen their knowledge of the mathematical foundations used in modern machine/deep learning methods.
The total duration of the course is 12 weeks.
Detailed course structure
Topic 1: Descriptive Statistics
- Introduction
- Statistical concepts
- Characteristics of univariate data sets
- Characteristics of bivariate data sets
Topic 2: Probability Theory
- Probability of events
- Random variables and distribution functions
- Random vectors
Topic 3: Inferential Statistics
- Parameter estimation
- Confidence intervals
- Statistical tests
Topic 4: Regression (part I)
- Linear Regression
- OLS
- Testing the coefficients
- Goodness-of-fit
- Missing data
- Multicollinearity
- Heteroscedasticity
- Autocorrelation
- Outliers
Topic 5: Regression (part II)
- Model selection
- The omission of relevant regressors
- Inclusion of irrelevant regressors
- Stepwise model selection
- Generalized least squares
- Nonlinear regression
Topic 6: Nonparametric regression
- Kernel density estimator
- Univariate nonparametric regression
- Lasso regression
Topic 7: Regression trees
Topic 8: Modeling binary, nominal and count data
- Modeling binary data
- Binary data with CART/CHAID
- Modeling nominal data
- Modeling count data
Topic 9: Time series decomposition
- Trend component
- Seasonal component
- Irregular component
- Time series models
- Parameter estimation for ARMA processes
Topic 10: Forecasting
- Goodness of forecasts
- Naive forecasts
- Exponential smoothing
- Forecast combinations
Learning format
The remote format provides follow-up activity for courses with available online services
- Lectures. Recorded in high-quality video lectures of the master’s course. Teaching and all course materials are in English. Lectures are opened every Wednesday.
- Practical tasks. Within the course, students complete practical assignments. Teacher and assistants review each completed assignment and provide detailed explanations and feedback. The time for each assignment is one week.
- Consultations. online consultations are held with the teacher through the service Zoom every week on Tuesday. Consultation videos are also available for later viewing.
- Communication. Online communication occurs through service Slack.
Schedule of modules
The course will begin on
October 16th, 2019 and ends in
January 2020 .
Registration on the course
To make sure that the course format is suitable and convenient, we offer participants an access to the first two lectures of the course, which provides an overview of basic concepts of statistics and econometrics. You can gain an access by filling the
registration form.
After that, until
23 October inclusive, you will have to pay the cost of participation in the course. Participants who do not pay before the specified date will be deducted from the course.
On
22 October, those who are currently enrolling in the course will have a briefing session with the course teacher, where participants will be able to ask their questions.
Participation fee
The total fee for the “Statistics and Econometrics” course is 14 000 UAH. 50% discount is available for the distant participants during the 2019’s fall. Accordingly, the price is 7 000 UAH on the condition of full payment.
It is also possible to split the payment into three parts. In this case, the fee is 7,500 UAH and payment is made in equal parts of 2,500 UAH in October, November, and December. If the payment is not received on time, the participant will be blocked from access to the course.
Certificates
Upon completion of the course, participants who score at least 60 points out of 100 will receive a certificate from the course participant. This certificate can be used to earn credits for a similar course at UCU and other universities (if it is allowed). The course is rated at 5 credits ECTS.
About the teacher
Yarema Okhrin
Ph.D., Professor of Statistics at the University of Augsburg, Germany. Visiting Professor at UCU.
Areas of professional interests: financial econometrics, multivariate and high-dimensional statistical analysis, dependence modeling, environmental statistics.
Контактна інформація
E-mail:
mscs@ucu.edu.ua
Facebook:
www.facebook.com/ucucsds/ 
