Research
Financial
Econometrics
Students and faculty in the Operations Research and
Financial Engineering Department involve in a variety of different projects
related to financial economometrics. Financial econometrics is an integration
of finance, economics and statistics. It uses statistical techniques and
economic theory to address a variety of problems from Finance. These include
building financial models, estimation and inferences of financial models,
volatility estimation, risk management, testing financial economics theory,
capital asset pricing, derivative pricing, portfolio allocation, simulating
financial systems, hedging strategies, among others. More...
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Computational Biology
Computational biology is a quantitative approach to understand biological and
genomic functions and molecular mechanisms. Researchers at the ORFE
Department use cutting edge statistical techniques to analyze mRNA and
protein expression from microarray and proteomic experiments. Microarray and
proteomic technologies have enabled researchers to monitor simultaneously
levels of thousands of genes and proteins as they are expressed in tissues,
cell lines, patients' specimens, at particular time and under a variety of
different conditions. The techniques have been widely used for monitoring
mRNA and protein expression in many areas of biomedical research. These kinds
of bioinformatic problems are usually large-scale and high experimental
variation. More...
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Statistics Theory and Methods
- Data-analytic modeling
- Nonlinear time series
- Analysis of longitudinal
data
- Model selections
- Survival Analysis
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Statistics is a discipline that
studies designs, collects and analyzes data from all scientific disciplinary.
It pervades every facets of quantitative analysis in science and engineering.
The aims of statistics include understanding sampling variability, making
inferences and decisions from noisy data, establishing relationship between
the covariates and response variables, and predicting future events. The main
focus of statistical research at the Department of Operations Research and
Financial Engineering is to study the problems arising from Financial
Engineering, Security Pricing, Bioinformatics and Health Sciences. More...
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