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2011-2012

Descriptif des cours

  Master of Science in Statistics (MScSTAT)

Maîtrise universitaire en statistique
 
ACADEMIC YEAR 2011-2012 - 90 ECTS
 
 
MScSTAT
Instructor
ECTS
H/week
Grading Policy
 
 
 
 
 
Semester 1 Autumn
 
 
 
 
Advanced regression methods
Starica C.
6
2+2
TP P ES
Inferential statistics and test theory
Dauxois J.-Y.
6
2+2
E
Multivariate analysis
Tillé Y.
3
2
E
Probability and stochastic processes
Benaïm M.
6
2+2
ES
Seminar of statistical softwares
Matei A.
3
2
P ES
Elective courses*
 
6
4
 
 
 
 
 
 
Total
 
30
20
 
 
 
 
 
 
Semester 2 Spring
 
 
 
 
Statistical modelling and design of experiments
Grize Y.
3
2
E
Time series analysis
Starica C.
6
4
TP P ES
Computational statistics
Matei A.
6
4
TP
Generalized linear model
Marazzi A.
3
2
E
Seminar of applied statistics
Zuber J.
3
2
P R
Nonparametric statistics
Qualité L.
3
2
E
Survey sampling
Tillé Y.
6
2+2
E
 
 
 
 
 
Total
 
30
20
 
 
 
 
 
 
Semester 3 Autumn
      Master thesis or internship with report
 
 
30
 
 
R
 
 
 
 
 
Grand total
 
90
 
 
 
 
*Elective courses (6 ECTS)
 
 
 
 
Probabilistic Algorithms (A)
Cotofrei P., Stoffel K
3/6
2/4
P ES
Data Management (A)
Stoffel K.
3
2
P ES
Data Warehousing (A)
Stoffel K.
6
4
P ES
Applied Econometrics (S)
Farsi M.
6
2+2
TP P ES
Economic Statistics (A)
Zarin M.
3
2
E
Asset Pricing (A)
Dubois M.
6
4
EI ES
Derivatives (A)
Roger P
6
4
EI ES
Corporate Finance (S)
Salva C.
6
4
ES P R
Risk Management (A)
Bolliger G./NN
6
4
TP ES
Portofolio Optimization (A)
Sonney F.
3
2
TP ES
Quality Control and International Certification (A)
Reiner G.
6
4
TP P R ES
International Operation and Logistics (S)
Reiner G.
6
4
TP P R ES
 
 
E:      2h written exam during the exam session at the end of the semester.        ES:     2h written exam during the last lecture of the semester.
O:      15 min oral exam during the exam session at the end of the semester.      OS:    15 min oral exam during the last lecture of the semester.
EI:     2h written midterm exam.
TP:     exercises.
P:      project.
R:      report.
Retake exam after 1 failure : 2h written exam during the exam session at the end of the semester.
Retake exam after an absence : E or EI + other.
 
The detailed terms of evaluation are specified in the course description.
 
Modalités d’inscription et conditions de réussite : 
Règlement d'études et d'examens des Maîtrises universitaires en Faculté des sciences économiques, du 27 mai 2008 , état en septembre 2009

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