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Total Posts: 1
Joined: Sep 2018
Posted: 2018-09-10 20:58
I'll be entering my 3rd year of a BSc Maths and Stats degree at a UK university.
I've chosen some of my maths modules: Measure Theory, Functional Analysis, Theory of PDE's, Stochastic Analysis, Monte Carlo methods.

However I need some guidance choosing the stats modules. I have to choose FIVE modules out of eight from the list in the attachment.
The attached pdf contains the list of modules and their content below.

Obviously I am trying to select such a combination of modules that will be most useful for Quant line of work.
Thank you.Attached File: Modules.pdf


Total Posts: 45
Joined: Jun 2017
Posted: 2018-09-28 22:03
Probability theory is “just” measure theory on measure spaces with measure 1. yet basic concepts of probability theory are prerequisites for some of your math modules, so id take that. Point processes, state space models / stochastic filtering theory, and multivariate statistics are classical topics that have stood the test of time. So additionally id choose applied stoch. processes, bayesian forecasting and intervention, and multivariate statistics. Lastly id choose one of the programming/data science modules, just to ensure id get some programming experience (doesnt really matter if its neural networks or image recognition as long as theres plenty coding involved).

my thought process for what its worth
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