Statistical learning in finance

MTH5540

Synopsis

Bayesian inference. Linear Gaussian models. Kalman filter. Maximum likelihood. Fischer information. Cramer-Rao bound. Supervised classification. Tree based methods. Support vector machines. Introduction to R.

Sourced from the Monash Handbook 2026.

Quick facts

Credit points: 6
Level: 5
Audience: Postgraduate
Type: Coursework
School: Faculty of Science
Faculty: School of Mathematics
Handbook year: 2026

Prerequisites

No prereqs in the handbook graph.

What it unlocks

Nothing in the visible graph depends on this unit.

Offerings (1)

First semesterClayton · ON-CAMPUS