2011 julio : Biostatnet

El curso "Time Series for Macroeconomics and Finance" se impartirá del 18 al 22 de julio en la Universidad Politécnica de Cataluña (UPC) en Barcelona en el marco de la Summer School 2011 del Master Interuniversitario en Estadística e Investigación de la UPC y de la Universidad de Barcelona.Datos importantes del curso: Título: Time Series for Macroeconomics and Finance Impartido por: Andrew Harvey Idioma: InglésDuración: 10 horas Fechas y horarios: 18 al 22 de julio de 2011, de 10 a 12.30h (el día 18 de 10 a 13h) Fechas de matrícula: 20 de junio al 10 de julio de 2011Precios: Ver la página web de la Summer SchoolPágina web del cursoObjetivo del curso: The course will show how economic and financial time series can be modelled and analysed. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details. Statistical modelling will be demonstrated using the STAMP 8 package (http://www.stamp-software.com/) and participants will be given the opportunity to use the package in class.Participants are expected to have taken an introductory course in econometrics or time series analysis. The references to Time Series Models (TSM) in the course outline give an indication of the material covered. The notes are shown as [TS*] and [FTS*]. Although these notes correspond to the slides, not all the material will be covered in detail during the lectures. Students should be familiar with most of the TS material. The FTS notes is more advanced (F stands for “Further”). Assessment will be made by exercises which will be done as homework.Contenido del curso: Introduction. [TS1] Stationary time series. ARMA models. Prediction. Unobserved components and signal extraction. [TS2] TSM, chs 1,2,3. ARIMA models. Structural (unobserved components) time series models. Testing for nonstationarity. TSM, ch 5. [TS3] Explanatory variables and intervention analysis [TS4]. State space models and the Kalman filter. Signal extraction. Missing observations and other data irregularities. TSM, ch 4. [FTS1]. Spectral analysis. Spectra of ARMA processes; stochastic cycles; linear filters; estimation of spectrum. TSM, ch6, sections 1 to 7. [FTS2]. Trends and cycles. Analysis of the effects of moving average and differencing operations. Band-pass and Hodrick-Prescott filters. Seasonality. TSM, ch6, sections 5 and 6. [FTS3]. Multivariate time series models. Dynamic econometric models; common trends and co-integration; control groups. TSM, ch 7. [FTS5] Financial econometrics. Nonlinear models; distributions of returns, stochastic volatility and GARCH; nonlinear state space models. TSM, ch8,Taylor, chs 8-11, 15. [FTS4].

http://eio.usc.es/pub/gridecmb/index.php/cursos2/cursos-impartidos/32

El curso "Management Science Optimization Modeling with SAS/OR" se impartirá del 12 al 14 de julio en la Universidad Politécnica de Cataluña (UPC) en Barcelona en el marco de la Summer School 2011 del Master Interuniversitario en Estadística e Investigación de la UPC y de la Universidad de Barcelona. Datos importantes del curso: Título: Management Science Optimization Modeling with SAS/OR Impartido por: F. Javier Heredia y Cristina Corchero Idioma: Castellano Duración: 10 horas Fechas y horarios: 12 al 14 de julio de 2011, de 15.30 a 19.30h (día 12) y de 15.30 a 18:30h (días 13 y 14) Fechas de matrícula: 14 de junio al 3 de julio de 2011 Precios: Ver la página web de la Summer SchoolPágina web del cursoObjetivo del curso: Management science (MS), is an interdisciplinary branch of applied mathematics, engineering and sciences that uses various scientific research-based principles, strategies, and analytical methods including mathematical modeling, optimization, statistics and algorithms to improve an organization's ability to enact rational and meaningful management decisions. The discipline is typically concerned with maximizing profit, assembly line performance, crop yield, bandwidth, etc or minimizing expenses, loss, risk, etc. The practice of MS research can be done on three levels: A fundamental level that study the mathematical and computational properties of the probability and optimization models and algorithms A modeling level that builds models, gathers data, and analyzes them mathematically, An application level, just as any other engineering discipline that has strong aspirations to make a practical impact in the real world. This course is focused on the second level. In particular, we will explore the possibilities of the SAS/OR package to implement and solve some optimization models that are in the core of the so called Analytic Consulting which represents the application of the MS methodology to the consulting activity. Although commonly considered as software for data management, SAS also includes through his SAS/OR package (OR for Operations Research) a broad list of procedures to implement and solve any kind of optimization problems. The course will give basic skills to the participants for the efficiency formulation, implementation, solution and analysis of several management science optimization problems with SAS/OR.Contenido del curso: Each one of the three sessions of this course will present a case study of increasing difficulty that will be modeled and solved with the procedures of the SAS/OR system. In the last part of each session the participants will have the opportunity of put into practice the concepts and methods worked out in the session through a series of guided lab exercises. Session 1: Optimization modeling and the SAS/OR system. Introduction to optimization modeling: production scheduling problem, electricity market optimization,… Introduction to the SAS/OR system: the SAS/OR’s algebraic modeling language and optimization procedures. Practice. Session 2: Linear optimization models. Case study: modelization of the Stochasticity and multiperiod issues. LP optimization with SAS. Post-optimal analysis: local, global and parametric analysis. Practice. Session 3: Integer and nonlinear optimization models. Case study: modelization of the nonlinearities, fixed costs and logic conditions. Integer optimization with SAS. Nonlinear optimization with SAS. Practice

El curso "Analytic Solutions in Management" se impartirá del 11 al 14 de julio en la Universidad Politécnica de Cataluña (UPC) en Barcelona en el marco de la Summer School 2011 del Master Interuniversitario en Estadística e Investigación de la UPC y de la Universidad de Barcelona. Datos importantes del curso: Título: Analytic Solutions in Management Impartido por: Accenture Analytics Innovation Center in Barcelona team Idioma: Inglés Duración: 15 horas Fechas y horarios: 11 al 14 de julio de 2011, de 10 a 14h Fechas de matrícula: 14 de junio al 3 de julio de 2011 Precios: Ver la página web de la Summer SchoolPágina web del curso Presentación: Accenture Analytics Innovation Center in Barcelona, is a showcase for Accenture’s predictive analytics capabilities and their ability to help the C-suite meet its most pressing objectives. The Center will initially focus on the innovative development of sophisticated techniques in supply chain analytics to address many of the key business challenges facing Accenture’s clients.The Accenture Analytics Innovation Center in Barcelona is part of Accenture’s global network of analytics innovation centers. This network is expressly designed to help clients address their most pressing issues and improve decision-making processes by providing them with quick and easy access to a range of sophisticated analytics solutions and resources, locally and globally.Today’s company imperatives —driving growth, enhancing cost and cash advantage, improving operational excellence, restructuring the business at scale and winning the war for talent— all depend on a company’s ability to gain actionable insight from its data, to improve business outcomes. The Analytics Innovation Center in Barcelona and other centers around the world are dedicated to developing and delivering a full range of analytics solutions and services.The sessions will present Accenture Analytics Supply Chain Management areas with analytical demos of some cases. Contenido del curso:Day 1: Forecasting and Inventory Optimization Day 2: Sourcing and Procurement Analytics Day 3: Warranty & Fraud DetectionDay 4: Predictive Asset Maintenance

El Curso de Introducción a la Regresión Logística y a las curvas ROC se impartirá los días 5, 6 y 7 de Julio de 10:00 a 14:00 en la Universitat Autònoma de Barcelona.La duración total del curso es de 12 horas. Profesorado: Llorenç Badiella  - Servei d'Estadística Aplicada, Universitat Autònoma de Barcelona     Miembro del nodo Catalunya - SEA, BIOSTATNET Joan Valls  - DInstitut de Recerca Biomèdica de Lleida Más información: enlace