STK-MAT2011 – Project Work in Finance, Insurance, Risk and Data Analysis

After having completed the course you have

• been given insight into the use of mathematics and computing tools to solve problems under supervision
• been trained in analyzing problems
• learned to structure and write a report, which is written by using LaTeX
• been trained in communicating the results.

In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:

• Mathematics R1 (or Mathematics S1 and S2) + R2

And in addition one of these:

• Physics (1+2)
• Chemistry (1+2)
• Biology (1+2)
• Information technology (1+2)
• Geosciences (1+2)
• Technology and theories of research (1+2)

The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies(in Norwegian).

At least one of the 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

• STK1100 – Probability and Statistical Modelling
• STK1110 – Statistical Methods and Data Analysis
• STK2100 – Machine Learning and Statistical Methods for Prediction and Classification
• STK2130 – Modelling by Stochastic Processes
• MAT1100 – Calculus
• MAT1110 – Calculus and Linear Algebra
• MAT1120 – Linear Algebra
• MAT1125 – Advanced linear algebra
• MAT-INF1100 – Modelling and Computations (discontinued) / MAT-IN1105 – Programming, Modelling and Computations (discontinued)
• IN1900 – Introduction to Programming with Scientific Applications / IN1000 – Introduction to Object-oriented Programming
• IN1910 – Programming with Scientific Applications / IN1010 – Object-oriented Programming

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.

Project assignment with an oral presentation which counts 100 % towards the final grade.

When writing a project assignment make sure to familiarize yourself with the rules for use of sources and citations. Breach of these rules may lead to suspicion of attempted cheating.

This course has 1 mandatory assignment that must be approved before you can sit the final exam.

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.