HKU HKU Dept of Statistics & Actuarial Science, HKU
   
 

Master of Statistics (2015 Admission)


 Theme requirement for full-time study

Commencing in September, the curriculum is composed of a total of 54 credits of courses in either one year for full-time study, or two years for part-time study. The programme offers great flexibilities for students who wish to take a general approach or a specialised theme in Risk Management or Data Analytics. A student may choose to have his/her theme printed on the transcript if he/she has satisfied the requirement of one of the themes. If a student selects an MStat course whose contents are similar to a course (or courses) which he/she has taken in his/her previous study, the Department may not approve the selection in question.

 
 Risk Management theme
Two compulsory courses (12 credits):

STAT6008 Statistical inference (6 credits) OR STAT6009 Research methods in statistics (6 credits)
STAT6014 Advanced statistical modelling (6 credits)

plus at least 24 credits courses from:

STAT6006 Stochastic calculus with financial applications (6 credits)
STAT6013 Financial data analysis (6 credits)
STAT6015 Advanced quantitative risk management and finance (6 credits)
STAT8003 Time series forecasting (6 credits)
STAT8007 Statistical methods in economics and finance (6 credits)
STAT8014 Risk management and Basel accords (6 credits)
STAT8015 Actuarial statistics (6 credits)
STAT8017 Data mining techniques (6 credits)
STAT8301 Big data analytics (3 credits)
STAT8303 Quantitative strategies and algorithmic trading (3 credits)

The remaining courses can be selected from other MStat courses
 
 Data Analytics theme
Two compulsory courses (12 credits):

STAT6008 Statistical inference (6 credits) OR STAT6009 Research methods in statistics (6 credits)
STAT6014 Advanced statistical modelling (6 credits)

plus at least 24 credits courses from:

STAT6011 Computational statistics (6 credits)
STAT6016 Spatial data analysis (6 credits)
STAT7005 Multivariate methods (6 credits)
STAT7007 Categorical data analysis (6 credits)
STAT8003 Time series forecasting (6 credits)
STAT8016 Biostatistics (6 credits)
STAT8017 Data Mining techniques (6 credits)
STAT8019 Marketing analytics (6 credits)
STAT8301 Big data analytics (3 credits)
STAT8302 Structural equation modelling (3 credits)

The remaining courses can be selected from other MStat courses

Whenever feasible, candidates may choose not to follow any theme and may take 42 credits of elective courses in any order.