Pu He -- Past Teaching and Coursework

Courses I have TAed in the past:

• Operation Management (MBA core)
• Managerial Statistics (MBA core)
• High Frequency Trading and Limit Order Book
• Big Data in Finance (Phd)
• Introduction to Statistical Inference and Econometrics (Phd)
• Quantitative Finance: Models and Computation
• Introduction to R programming
• Columbia IEOR's MOOC on Financial Enginering at Coursera

Courses I have taken in the recent past:

Statistics, Econometrics, Machine Learning and Data Science

• Introduction to Statistical Inference and Econometrics By Fanyin Zheng
• Applied Statistics II: Statistical Learning By Feng Yang
• Applied Statistics I By Feng Yang
• Theoretical Statistics II By Arian Maleki
• Panel Data Econometrics By Wei Jiang
• Statistical Learning and Operation By Assaf Zeevi
• Machine Learning for Operations By Gah-Yi Ban
• Machine Learning (PhD Workshop) By Martin Haugh, Laurent Charlin, Shlomo Hershkop
• Natural Language Processing (PhD Workshop)
• Information Theory By Xiaochuan Wang
• Mathematics of Deep Learning By Predrag Jelenkovic

Stochastic Models

• Probability Theory I By Ioanis Karazas
• Probability Theory II By Ioanis Karazas
• Foundation of Stochastic Process By John Yao
• Stochastic Models I By Ward Whitt
• Stochastic Models II By David Yao

Optimization

• Foundation of Optimization By Jacob Leshno
• Optimization I By Danold Goldfarb
• Convex Optimization By Frank E. Curtis

Economics

• Economic Theory I & II: Microeconomics By Geoffrey Heal
• Economic Theory III & IV: Game Theory and Contract Theory By Paolo Siconolfi
• Economic Networks By Alireza Tahbaz-Salehi
• Industrial Organizations By Kate Ho

Finance and Financial Engineering

• Continuous Time Models By Neng Wang
• Stochastic Calculus By Rama Cont
• Fixed Income Models By Martin Haugh
• Financial Data Analysis By Steven Kou
• Finance Theory I By Larry Glosten
• Asset Pricing By Tano Santos

Computer Skills

• R, Python, Matlab, VBA
• Java, C++, C, Scala
• Deep Learning Framework: Tensorflow, Keras, Pytorch
• Presto, Hive, SQL
• Linux Bash, Spark