Post on 19-Jun-2015
transcript
Practical Research Proposal
Statistical Science Association of StudentsUniversity of Toronto
Yiming Shao, VP
Introduction • Research Project differs from Graduate School Research
Paper – Group projects not self research – No pressure, but need hustle – Multidisciplinary team
• Our Goals and Mission – Academic accomplishment – Network opportunities with industries
• Management Structure– Faculty of Statistics – Executive Board of SSAS– Research Team
Why we are different?
• Focus on practical preliminary of statistical application in finance and other disciplines
• Offer research practice and practical research experience for potential students
• Open for both undergraduate and graduate students with various disciplines backgrounds
• Extra resources for research students • Future publication
Topics Selection
• Mainly focus on the case study of statistics • Areas cover in academia
– Mathematical Statistics and Algorithmic Statistics – Public Health and Medical Statistics – Mathematical Finance and Quantitative Statistics
• Topics capture public attention– Social issues – Target Market
Management on Financial TeamProfessor Jaimungal Sebastian
SSAS Research Committee
Director Yiming Shao
Eric, Mentorship Director
Academic Assistant
Joyce, Secretary
Quality Assurance
Analyst
Head of Research Group
Financial Model Analyst
Technology Analyst
Reporter
Publicity and Marketing Assistant
Financial Applications of Statistics
• Statistical Methods and Data Analysis on most relevant financial applications
• Financial Time Series, ARCH, GARCH models • Markowitz’s Portfolio optimization • Machine learning in Financial Forecasting • Value at Risk by Monte Carlo Simulation • Other Non-Statistics like Financial Risk Analysis and
Algorithmic programming
Finance topics• This is only the brief introduction of our research projects, nothing like prospectus
for Master or Doctoral research paper at University. The topics covered from this proposal contain Statistical Analysis of Quantitative Finance, Portfolio Management, Mathematical Finance and Risk Models. These topics are selected from financial industries’ top research list, which diversifies from classical academic research paper. It requires students to have deep solid understanding of higher level of finance and statistics. In order to participate in the groups, students require having strong academic background in mathematics and economics and basic soft skills to communicate with professors and research groups. However, as mentioned early, this is not a graduate school thesis project, so no pressure. The management team from SSAS will collaborate with the Faculty of Statistical Science to verify the accuracy and completeness of the result. Then we will demonstrate and discuss the new research to the financial industries’ professionals on our future networking events.
Public Health and Medical TeamProfessor Allison Gibbs
SSAS Research Committee
Director Yiming Shao
Eric, Mentorship Director
Academic Assistant
Joyce, Secretary
Quality Assurance
Analyst
Head of Research Group
Data Analyst
Technology Analyst
Reporter
Publicity and Marketing Assistant
Public Health Research
• Society of Statistics Canada • Case study
Management Structure
Faculty of Statistics
Research Group Committees
Industries
Title
Questions?