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Syllabus |
| Topics / Written Assignments Due |
Readings |
||
| 1 | Mon. Aug. 29 |
Introduction to B6014 Probabilistic Thinking
Getting Started in Microsoft
Excel |
Microsoft Excel: A Self-Assessment Solution to Excel Self-Assessment Introduction to Pivot Tables Levine book: Chapter 1 Chapter 2 |
| 2 | Tues. Aug. 30 | Descriptive Statistics, PivotTable |
Documenting Excel Calculations ... To Financial Advisors ... Taleb Outsells Greenspan ... Levine book: Chapter 3 After this class, you can do any/all of Practice Problems I |
| 3 | Wed. Aug. 31 | Basics of Probability |
Discovering
the Odds Why Game Shows Have Economists ... Levine book: Chapter 4.1 After this class, you can do Practice Problems II: 1-5, 18-23, 32-34, 42-43 |
| No Review Session this week | |||
| 4 | Thu. Sep. 1 |
Conditional Probability Expected Value and Variance of a Probability Distribution |
Geico's Two Rates: White-collar ... Levine book: Chapter 4.2 through 4.4, 5.1 After this class, you can do Practice Problems II: 6-17, 24-25, 35-41 |
| 5 | Fri. Sep. 2 |
Binomial Distribution Problem Set 0 Due (Excel-Word Basics) |
Levine book: Chapter 5.3 After this class, you can do Practice Problems II: 26-31, 44-51 |
| 6 | Tue. Sep. 6 | Quiz: (first half of class
time) Introduction to the Normal Distribution Assignment 1 Due (Rick Beck I) |
Levine book: Chapter 6.1 - 6.4 After this class, you can do Practice Problems III: 1-2, 14, 22-27 |
| Wed. Sep. 7 | Review Session 5:45 PM, 330 Uris |
Practice Problems II: 20, 33, 35 | |
| 7 | Thu. Sep. 8 | More
Normal Basics of Portfolio Analysis |
After this class, you can do Practice Problems III: 3-9, 13 |
| 8 | Fri. Sep. 9 |
Correlation and Covariance More Portfolios |
Site Calculates Risk Factors ... The Prosecutor's Fallacy Linear functions of random variables Gotham Bank Investment Services Recipe for Disaster Levine book: Chapter 3.5, 5.2 After this class, you can do Practice Problems III: 17-21 |
| 9 | Tue. Sep. 13 | Central Limit
Theorem Normal Approximation to the Binomial Assignment 2 Due (Queen of Diamonds) |
After this class, you can do Practice Problems III: 10-12, 15-16 |
| Wed. Sep. 14 | Review Session 5:45 PM, 330 Uris |
Practice Problems III: 14, 18, 20 | |
| 10 | Thu. Sep. 15 | In-class Midterm Review | |
| TBA |
Extra Review Session TBA |
||
| 11 | Fri. Sep. 16 | Midterm Exam | |
| 12 | Tue. Sep. 20 |
Sampling
Theory Confidence Intervals for Single Populations |
The Polling: Report Says ... How Insiders Were Fooled Deja Vu Hurdles Emerge ... Levine book: Chapter 7, 8 After this class, you can do Practice Problems IV 1-2, 23-27 |
| (no regular review session this week) | |||
| 13 | Thu. Sep. 22 |
More
Confidence
Intervals Small Samples, Two Populations Student's t Distribution Sample Size Selection |
After this class, you can do all Practice Problems from Part IV |
| 14 | Fri. Sep. 23 | Basic Hypothesis Testing |
The Truth Wears Off Cheaters Find an Adversary ... You Might Already Know This ... Fingerprint Matches Come Under More Fire ... Federal Agency Warns that Alcohol Test ... Levine book: Chapter 9 After this class, you can do Practice Problems V 1-2, 4-6, 11-24, 26-41 |
| 15 | Tue. Sep. 27 |
Hypothesis
Testing for Multiple Populations Extension: Goodness-of-fit Tests |
Levine book: Ch. 10 Note: There are numerous types of hypothesis tests in the book, which may be of interest for the advanced student. Our final exam will not have any hypothesis tests beyond the five types we have covered in class. After this class, you can
do all Practice Problems from Part V |
| Wed. Sep. 28 |
Review Session 5:45 PM, 330 Uris |
Practice Problems IV: 3, 8, 12, 15, 17, 18 Practice Problems V: 1, 4, 5, 7, 8 |
|
| 16 | Thu. Sep. 29 | Excel Day: Bring Laptop | |
| 17 | Fri. Sep. 30 | Simple Regression |
Freakonomics Levine book: Chapter 13 |
| 18 | Tue. Oct. 4 |
Simple
Regression Assignment 3 Due (Napster and Beck II) |
After this class, you can do all Practice Problems from Part VI. |
| Wed. Oct. 5 |
Review Session 4 5:45 PM, 330 Uris |
Practice
Problems V: 10, 12 Practice Problems VI: 6, 8, 14 |
|
| 19 | Thu. Oct. 6 | Multiple Regression |
Sex, Love, and Voting The Formula How Good Are Zillow's Estimates? Levine book: Chapter 14 |
| 20 | Fri. Oct. 7 |
Multiple
Regression: Model Building and Validation In-class Excel Exercise: Jenny Tsai |
Levine book: Chapter 15
After this class, you can
do all Practice Problems from Part VII. |
| 21 | Tue. Oct. 11 |
Multiple
Regression Assignment 4 Due (Simple Regression) |
|
| Wed. Oct. 12 |
Review Session 5:45 PM, 330 Uris |
Practice Problems VII: 9, 12, 14 | |
| TBA |
"Hail Mary" Review Session TBA |
||
| 22 | Thu. Oct. 13 |
Assignment 5 Due (Beck III)
Problems with Regression Models: Multicollinearity, Heteroscedasticity Non-normality of Errors |
|
| Tue. Oct. 18 |
Final Exam TBA |
|
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[ David
Juran Home Page | B6014
Home Page |
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email: dj114@columbia.edu | tel: (203) 876-0086 | 73 Minuteman Drive, Milford, CT 06460