Week 8, November 20: Analysis, part III – Complex Analysis
Pre-class reading
- Know Your Stats, by Dave Stanton, 2013
- Drawing Conclusions From Data, by Jonathan Stray, 2013
- What Does Randomness Look Like?, by Aatish Bhatia, 2012
- Stupid Data Miner Tricks: How Quants Fool Themselves And The Economic Indicator In Your Pants, by David Leinweber, 2012
What we’ll cover
- Distributions.
- Correlations.
- Significance testing.
Post-class assignments
- Make histograms for your long-term project’s key datasets. What types of distributions are they? What do they tell you?
- Using spreadsheet software or R, plot and calculate the correlation between at least one pair of variables. Calculate the significance. What do these numbers tell you?