Publication in the Diário da República: Despacho n.º 10361/2016 - 17/08/2016
5 ECTS; 1º Ano, 1º Semestre, 30,0 TP , Cód. 39255.
Lecturer
- Ricardo Jorge Viegas Covas (1)(2)
(1) Docente Responsável
(2) Docente que lecciona
Prerequisites
Not applicable
Objectives
On completion of the programme students will have developed skills that will allow them to be able to undertake autonomous research in programme-related fields of expertise.
Program
Chapter I Descriptive Statistics
Chapter II - Linear regression
Chapter III - Chronological series
Chapter IV - Mathematical programming
Chapter V - Simulation with pseudorandom variables
Evaluation Methodology
Midterm test and final exam.
Bibliography
- Gama, S. e Pedrosa, A. (2007). Introdução Computacional à Probabilidade e EstatÃstica. Porto: Porto Editora
- Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). Nova Iorque: Springer
- Hill, R. e Griffiths, W. e Judge, G. (2001). Undergraduate Econometrics. Nova Iorque: Wiley
- Holloway, C. (1979). Decision Making Under Uncertainty: Models and Choices. Nova Iorque: Prentice - Hall
Teaching Method
Theoretical-practical lab sessions using specific software (computer environment)
Software used in class
