MATH/AMSC 420 Lecture Slides, Spring 2012

As they become available, you may download lecture slides here.
They are pdf files, which can be viewed with a pdf viewer.
Dates in the furure are tentative.

Lectures on Fitting Linear Statistical Models

• 27 January Lecture Fitting Linear Statistical Models to Data by Least Squares I: Introduction (25 January version)
  

• 30 January Lecture Fitting Linear Statistical Models to Data by Least Squares II: Weighted (25 January version)
  

• Future Lecture Fitting Linear Statistical Models to Data by Least Squares III: Multivariate (25 January version)
  

Remark. Most of the linear algrebra that is used in these lectures can be found in
Chapter 6 of Linear Algebra and Its Applications, by David C. Lay.
That chapter also covers fitting by least squares as an application.

Lectures on Modeling Epidemics

• 3 February Lecture Modeling Epidemics: Introduction (3 February version)
  

• 6 February Lecture Modeling Epidemics: Introduction (6 February version)
  

• 15 February Lecture Modeling Epidemics: Fitting Nonlinear Models to Data (15 February version)
  

• 22 February Lecture Modeling Epidemics: New Model and Nondimensionalization (22 February version)
  

Lectures on Modeling Portfolios with Risky Assets

• 1 February Lecture Risk and Return I: Introduction (26 January version)
  

• 8 February Lecture Risk and Return II: Markowitz Portfolios (26 January version)
  

• 10 February Lecture Risk and Return III: Basic Markowitz Portfolio Theory (26 January version)
  

• 17 February Lecture Portfolio Models I: Portfolios with Risk-Free Assets (26 January version)
  

• 24 February Lecture Portfolio Models II: Long Portfolios (25 March version)
  

• 2 March Lecture Portfolio Models III: Long Portfolios with a Safe Investment (26 January version)
  

• 26 March Lecture Stochastic Models I: One Risky Asset (26 January version)
  

• 2 April Lecture Stochastic Models II: Portfolios with Risky Assets (3 April version)
  

• 11 April Lecture Optimization I: Model-Based Objective Functions (26 January version)
  

• 18 April Lecture Optimization II: Model-Based Portfolio Management (26 January version)
  

• 25 April Lecture Optimization II: Conclusion (27 January version)