STK-MAT2011 – Project Work in Finance, Insurance, Risk and Data Analysis
Schedule, syllabus and examination date
This is a project course where the students are trained in important aspects of a project. A variety of projects within the areas of finance, insurance, tecnical/economical risk and other uses of statistics, such as for example medicine, biology and technology, are offered.
After having completed the course you have:
- been given insight into the use of mathematics, statistics and computing tools to solve problems under supervision;
- been trained in analysing problems;
- learned to structure and write a report, which is written by using LaTeX;
- been trained in communicating the results.
Admission to the course
Students at UiO register for courses and exams in Studentweb.
Formal prerequisite knowledge
The course presuppose at least one of the there following courses:
- STK2100 – Machine Learning and Statistical Methods for Prediction and Classification
- STK2120 – Statistical Methods and Data Analysis 2 (discontinued)
- STK2130 – Modelling by Stochastic Processes
Recommended previous knowledge
- STK1100 – Probability and Statistical Modelling
- STK1110 – Statistical methods and data analysis
- MAT1100 – Calculus
- MAT1110 – Calculus and Linear Algebra
- MAT1120 – Linear algebra
- MAT-INF1100 – Modelling and computations / MAT-IN1105 – Programming, Modelling and Computations / MAT-INF1100L – Programming, Modelling and Computations (continued)
- IN1900 – Introduction to Programming with Scientific Applications / INF1100 – Introduction to programming with scientific applications (continued) / IN1000 – Introduction to Object-oriented Programming / INF1000 – Introduction to object-oriented programming (continued)
- IN1910 – Programming with Scientific Applications / INF1010 – Object oriented programming (continued)
- 10 credits overlap with STK-MAT2010 – Prosjekt i finans, forsikring og risiko (discontinued).
- 6 credits overlap with MAT2000 – Project Work in Mathematics.
- 6 credits overlap with MEK3200 – Project Work in Mechanics.
- 5 credits overlap with STK2010 – Project in data analysis (discontinued).
During the first few weeks you will be given a brief introduction to the use of LaTeX, library and online resources and potential projects/supervisors will be presented. A mandatory assignment will also be given during the first few weeks.
The course coordinator will assign projects/supervisors by taking into consideration the submitted wishes from the students.
For most of the semester the students will have to work independently, under the supervision of a supervisor.
Within a given deadline at the end of the semester, the students will have to submit a project paper, followed by an oral presentation and hearing.
The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.
The first lecture is compulsory.
Submission of the project paper and an oral presentation.
Examination support material
No examination support material is allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.
Grades are awarded on a pass/fail scale. Read more about the grading system.
Resit an examination
Students who can document a valid reason for absence from the regular examination are offered a postponed examination at the beginning of the next semester. Re-scheduled examinations are not offered to students who withdraw during, or did not pass the original examination.