NMFM404Selected Software Tools for Finance and Insurance
- Timetable
- Tuesday 15:40 K11
- SIS official site
Exam
- Two home projects (1st one - the first half of semester, 2nd one - the end of semester)
- Oral part - 6. 6. 2014 starting at 9:00 AM in my office, composed of the projects' defence and additional questions
Lectures
- 18. 2. 2014 - Robust regression
- 25. 2. 2014 - Logistic regression and Exact logistic regression
- 4. 3. 2014 - Multinomial logistic regression and Ordinal logistic regression
- 11. 3. 2014 - Probit regression
- 18. 3. 2014 - Poisson regression and Negative binomial regression
- 25. 3. 2014 - Zero-inflated Poisson regression and Zero-inflated NB regression
- 1. 4. 2014 - Zero-truncated Poisson regression and Zero-truncated NB regression
- 8. 4. 2014 - Survival data analysis
- 15. 4. 2014 - Proportional hazards
- 22. 4. 2014 - Tobit regression
- 29. 4. 2014 - Truncated regression
- 6. 5. 2014 - Interval regression
- 13. 5. 2014 - Generalized linear mixed models
- 20. 5. 2014 - Mixed effects logistic regression
First Project
| Student | Assignment | |
|---|---|---|
| I | II | |
| Gerthofer Michal | income | bikes |
| Hájek Štěpán | eagles | housing1 |
| Hlavandová Radana | crash | housing2 |
| Klikáč Jan | menarche | gdp |
| Kráľová Veronika | quine | soup |
| Popovič Viktor | titanic | housing3 |
| Řežábková Jitka | seeds | traffic |
| Valentovičová Katarína | low-birth | lizards |
| Vichr Jaroslav | remission | wine |
| Vlčková Kateřina | snails | insurance |
- Solutions of both assignments must be deliverd in a paper and electronic PDF form. All the source code (inputs) together with the software outputs must be placed in the appendix of the report.
Second Project
| Student | Assignment |
|---|---|
| III | |
| Gerthofer Michal | cake |
| Hájek Štěpán | cbpp |
| Hlavandová Radana | dyestuff |
| Klikáč Jan | insteval |
| Kráľová Veronika | sleepstudy |
| Popovič Viktor | tobin |
| Řežábková Jitka | ovarian |
| Valentovičová Katarína | bladder |
| Vichr Jaroslav | verbagg |
| Vlčková Kateřina | penicillin |
- Solutions of the assignment must be deliverd in a paper and electronic PDF form. All the source code (inputs) together with the software outputs must be placed in the appendix of the report.