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2022/23 Taught Postgraduate Module Catalogue

MATH5305M Learning from Data

10 creditsClass Size: 100

Module manager: Dr Georgios Aivaliotis

Taught: Semester 1 (Sep to Jan) View Timetable

Year running 2022/23


MATH5315MApplied Statistics and Probability

This module is mutually exclusive with

MATH3772Multivariate Analysis
MATH5772MMultivariate&Cluster Analysis

This module is not approved as an Elective

Module summary

- introduction to statistical learning (supervised and unsupervised), classification and regression.- cluster analysis, clustering, K-means method, distances between/within clusters; MDS.- tree models, random forest and boosting.- regression models; linear regression and parameter estimation.- logistic regression; additive models.- dimension reduction; principal component and factor analysis; loading interpretation.


Data surround us and are produced by any activity we do. In the financial sector, decisions need to be informed and supported by data. Modern techniques of data analytics using both statistical and machine learning methods form an essential toolkit for the data driven financier. This module will offer all the theoretical background and hands on applications using real data. Applications will include, propensity modelling, credit scoring, portfolio optimisation and more.

Learning outcomes
On completion of this module, the students will be able to
1. apply both classical statistical as well as machine learning methodologies for classification and regression problems
2. perform dimension reduction
3. apply clustering methods
4. exemplify the above on real, financial data


Teaching methods

Delivery typeNumberLength hoursStudent hours
Private study hours73.00
Total Contact hours27.00
Total hours (100hr per 10 credits)100.00

Private study

Reading, problem solving, report writing, revising and computing.

Opportunities for Formative Feedback

Feedback on computer assignments and homeworks (3).

Methods of assessment

Assessment typeNotes% of formal assessment
PracticalData analysis30.00
Total percentage (Assessment Coursework)30.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Exam typeExam duration% of formal assessment
Open Book exam2 hr 70.00
Total percentage (Assessment Exams)70.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Reading list

There is no reading list for this module

Last updated: 09/05/2022 09:13:04


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