Explores the Red bus/Blue bus paradox, nested logit models, and multivariate extreme value models in transportation.
Explores signal processing fundamentals, including discrete time signals, spectral factorization, and stochastic processes.
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Explains estimation, correlation, and Pearson correlation in statistics, focusing on measuring and describing relationships between variables.
