INSE6320 Risk Analysis (Winter 2020)
Instructor: Jia Yuan Yu.
Lectures: Wednesdays, 17:45--20:15, room H 431.
Office hours: Wednesdays, 15:45--17:45 in room EV7.635.
Course description: This course examines the fundamental concepts, techniques and tools for risk analysis and decision making
strategies in the context of information and systems engineering.
References:
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Stochastic Finance, Follmer and Schied.
Announcements
Lecture notes
- Lecture 0: Review of Probabilities [PDF].
- Lecture 1: Examples [PDF].
- Lecture 2: Preferences [PDF].
- Lecture 3: Utility Functions [PDF].
- Lecture 4: Managing Risk [PDF].
- Lecture 5: Other Measures of Risk[PDF].
- Lecture 6: Engineering Applications[PDF].
Assignments
- Assignment 1 [PDF].
- Assignment 2 [PDF].
Projects
Describe an application of risk analysis methods to solve a new problem (e.g., using dataset found on the Internet, from open-data initiatives, government agencies, etc.). Here, you will motivate the problem, model it, propose a solution approach, and analyse this solution.
You will have to produce a concise report (neither too short nor too long), and give a presentation on it.
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