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NeoXx
Topic Author
Posts: 2
Joined: September 10th, 2018, 7:05 pm

Help me choose modules

September 10th, 2018, 7:07 pm

I'll be entering my 3rd year of a BSc Maths and Stats degree at a UK university. 
I've chosen some of my maths modules: Measure Theory, Functional Analysis, Theory of PDE's, Stochastic Analysis, Monte Carlo methods.

However I need some guidance choosing the stats modules. I have to choose FIVE modules out of eight from the list in the attachment.
The attached PDF file contains the list of modules and their content below.

Obviously I am trying to select such a combination of modules that will be most useful for Quant line of work.
Thank you.
Attachments
Modules.pdf
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Alan
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Joined: December 19th, 2001, 4:01 am
Location: California
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Re: Help me choose modules

September 11th, 2018, 1:13 am

Take a C/C++ course from the computer science department, a machine learning course from the electrical engineering dept., and an econometrics course from the econ dept. Sorry it doesn't correspond much to your list, but you'll get to see how the other guys think, and probably end up sleeping in the computer center. 

To be fair, "Applied Stochastic Processes" could be decent, but only if they use Karlin and Taylor. 

Good luck!
 
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bearish
Posts: 3780
Joined: February 3rd, 2011, 2:19 pm

Re: Help me choose modules

September 11th, 2018, 1:37 am

From the course description, ST 333 seems to be very much focused on Markov chains and other discrete state processes, so probably not. Hint to OP: trying to obfuscate relevant information while asking for help is ususually not productive. I tend to agree with Alan, but am not convinced about the C++ part. Developing proficiency in something a bit more accessible, like Python, R, or Julia may be more efficient.
 
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ppauper
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Joined: November 15th, 2001, 1:29 pm

Re: Help me choose modules

September 11th, 2018, 11:36 am

Hint to OP: trying to obfuscate relevant information while asking for help is ususually not productive
you can probably find the redacted information on the warwick website if you really want to
given that it's a UK university, he may be restricted to taking courses from the stats department
 
NeoXx
Topic Author
Posts: 2
Joined: September 10th, 2018, 7:05 pm

Re: Help me choose modules

September 11th, 2018, 3:29 pm

Obfuscating information wasn't my goal, I wanted to present the information in a clearer way.
Although here's the link to the modules: https://warwick.ac.uk/fac/sci/statistics/modules/st3

Besides this there are two more modules I would be interested in:
Machine Learning and Econometrics: Time Series
 
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bearish
Posts: 3780
Joined: February 3rd, 2011, 2:19 pm

Re: Help me choose modules

September 11th, 2018, 11:14 pm

I understand that it wasn't your goal, but explicitly referring to Warwick rather than a generic "UK university" would actually mean something to a bunch of people around here, and might well improve the quality of the advice you'd get. 
 
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ISayMoo
Posts: 1082
Joined: September 30th, 2015, 8:30 pm

Re: Help me choose modules

September 13th, 2018, 10:54 am

Learn the fundamentals and theory at the uni, then you'll be able to learn the applied side of things on your own. The opposite is less likely.
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