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Modeling Elasticity and Coefficients

Explores correlation matrices, regression, variance, confidence intervals, and standardized systems in statistical modeling.

Copulas: Modeling Dependence in Financial Engineering

Explores the fundamentals of copulas and their role in modeling dependence in financial engineering.

Shape from Stereo-1

Explores geometric stereo, epipolar geometry, correlation methods, occlusions, and real-time implementation challenges in stereo vision systems.

Learning Strategies and Rewards

Explores hypothesis testing, mastery goals, student motivation, and the effects of rewards.

Image Processing I: Correlation Measures and Matched Filtering

Explores correlation measures, matched filtering, and feature extraction in image processing.

Linear Independence: Covariance and Statistical Dependence

Explores covariance, statistical dependence, education-fertility relationship, hypothesis testing, and comparison statistics for continuous outcomes.

Network Sampling: Consistency, Models, and Dynamics

Explores network sampling consistency, models, and graph dynamics in real-life scenarios.

Quantitative Risk Management: Linear Strategies

Explores linear strategies in risk management, translating signals into positions and exploiting predictability.

Kalman Filter: Minimal Variance Estimator

Explores the Kalman filter as a minimal variance estimator and its application in estimating position and velocity.

Learning Latent Models in Graphical Structures

Explores learning latent models in graphical structures, focusing on scenarios with incomplete samples and introducing the notion of distance among variables.