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Risk Analytics (by Directed Studies)

Fall 2011 

Instructor:
Andrew Rau-Chaplin (arc@cs.dal.ca)

Hours:  
Class: Mon/Wed 1:30pm - 3:00pm, 
Office: After class or by appointment

Course Materials

Lectures:

News
  • Sept 23: Slides updated. Draft Problem Set 1.
  • Sept 19th:Initial Website created.
  • Course Outline: A structured directed studies course in Risk Analytics with a focus on Catastrophe Modeling and Portfolio Analysis and Optimization. Through white-board lectures, selected readings, and two hands-on exercises the instructor will give a broad overview of the Risk Analytics area with the aim of bring students quickly to the level where they can address open research questions in the area.

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