Бакалавриат
2025/2026
Статистические методы анализа рынка
Статус:
Курс обязательный (Прикладной анализ данных)
Где читается:
Факультет компьютерных наук
Когда читается:
4-й курс, 2, 3 модуль
Охват аудитории:
для своего кампуса
Преподаватели:
Слаболицкий Илья Сергеевич
Язык:
английский
Кредиты:
6
Контактные часы:
68
Course Syllabus
Abstract
In this course, we understand market analysis as a set of various probabilistic, statistical, econometric and stochastic methods that help to solve real applied problems. Classical approaches of data analysis do not always work properly in reality. There is a need to explore other methods (often more complex and advanced). We introduce some of such tools which can be applied in practice and, in our humble opinion, are extremely important and useful.
Learning Objectives
- to learn how various advanced probabilistic, statistical, econometric and stochastic techniques can be applied to the real business problems
Expected Learning Outcomes
- a student can perform an A/B test
- a student can apply a difference-indifference approach
- a student can apply bootstrap techniques
- a student can work with logistic regressions (simple, ordered and multinomial)
- a student can apply non-parametric techniques
- a student can apply stochastic methods
Course Contents
- logistic regression (simple, ordered and multinomial)
- bootstrap
- difference-in-difference approach
- A/B testing
- non-parametrics
- stochastics (Markov models and extreme value analysis)
Interim Assessment
- 2025/2026 3rd module0.2 * final exam + 0.15 * home assignment 1 + 0.15 * home assignment 2 + 0.25 * midterm 1 + 0.25 * midterm 2
Bibliography
Recommended Core Bibliography
- Malhotra, N. K. (2017). Marketing Research. [N.p.]: Pearson. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1531280
Recommended Additional Bibliography
- Newbold, P., Carlson, W. L., & Thorne, B. (2013). Statistics for Business and Economics: Global Edition (Vol. Eight edition). Boston, Massachusetts: Pearson Education. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1417883