Teaching

BSAN 450: Data Mining & Predictive Analytics (undergraduate) - Spring 2021 - 2025
The primary objective of this course is to enable students to explain and perform statistical analysis of data, with the view of being able to critically evaluate statistical reports or findings. The main focus of the course is Time Series analysis and includes an introduction to ARCH and GARCH models. Since Spring 2024, I have added an introduction to Conformal Inference for classification problems into the curriculum. This course relies heavily on computer programming using R and the emphasis is on applications.
BSAN 730: Large Scale Data Analysis (graduate) - Spring 2021 - 2025
In this course I focus on the statistical analysis of large-scale data. Students learn how some well-known statistical tools can be adapted for the analysis of Big Data and how the limitations of classical tools have engineered the development of modern techniques for data analysis. I cover topics such as split and conquer techniques for variable selection, scalable Bootstrap, Conformal Inference and a gentle introduction to large-scale Multiple Testing. This course relies heavily on computer programming using R and the emphasis is primarily on business applications. Special thanks to the guest speakers (Weinan Wang, Aniruddha Neogi, Joshua Derenski, Bradley Rava, Jacob Dice, Sara Almohtasib) who have given a lecture in this class and have shared their unique experiences in managing and analyzing large data.