Applied Statistics and Stochastic Modelling (MSc) - 2013/2014 entry
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Overview
While practically orientated, this programme proceeds from a strong theoretical background so as to develop the ability to tackle new and non-standard problems with confidence. The mutual dependence of practice and theory is emphasised wherever possible.
The programme is ideal if you work, or would like to work, in a field that requires general statistical expertise as well as the sophisticated modelling and analysis of time-dependent data. Application areas include mathematical finance, stochastic networks and mathematical biology. Particular emphasis is placed on applications of stochastic modelling in dynamic asset pricing.
Courses cover statistical inference, probability and distribution theory, statistical modelling, and optimal experimental and sample survey design. The theory and principles involved are applied to the analysis and modelling of data in a wide range of contexts, also providing experience in the use of modern, sophisticated statistical computer packages.
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Why study this course at Birkbeck?
- Covers both theory and application of modern statistical modelling techniques required to solve applied problems in industry, the public services, scientific research and commerce.
- Accredited by the Royal Statistical Society – graduates may be granted Graduate Statistician (GradStat) status.
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Professional bodies that recognise this course
- The Royal Statistical Society.
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Course structure
This is a named pathway for the MSc Applied Statistics generic degree programme.
The core modules in the first year provide a broad education and training in statistics at postgraduate level, while the second-year option modules and project may be selected to further your own interests and career objectives.
Year 1
Take two core modules: Probability and Stochastic Modelling; and Statistical Analysis. These cover statistical inference, probability and distribution theory, statistical modelling and optimal experimental and sample survey design. You will apply the theory and principles involved to the analysis and modelling of data in a wide range of contexts and gain experience in the use of modern sophisticated statistical computer packages. The first year corresponds to the Postgraduate Certificate in Applied Statistics.
Year 2
Choose four option modules (half-modules) offered from four main specialist streams:
- Further Applied Statistics (e,g. topics in Bayesian statistics, advanced multivariate analysis, mixed models, medical statistics)
- Operational Research (e.g. topics in optimisation, forecasting and stochastic methods of operational research)
- Stochastic Processes and Financial Applications (with particular emphasis on applications in mathematical finance and dynamic asset pricing)*
- Computer-Intensive Statistical Methods (e.g. simulation and simulation-based inference, re-sampling methods, smoothing, kernal density estimation, statistical data mining).
You also complete a project (double module).
* These modules are compulsory for the MSc Appled Statistics and Stochastic Modelling.
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Study resources
You will have access to a wide range of study resources, including University of London seminar programmes in probability and statistics, and excellent library facilities close by in Bloomsbury. Extensive computing facilities include PCs and UNIX platforms.
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Further study opportunities
If you are interested in further research, we offer a PhD/MPhil in Mathematics and Statistics.
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Careers information
Graduates go on to careers as statisticians, in data collection, research and analysis, modelling and forecasting.
Further information is available on the 'Careers in Statistics' section of the Royal Statistical Society website.
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Apply now
- Application deadlines and interviews
- You should apply as early as possible. We need to receive your supporting documents, i.e. your transcript, before we can proceed with your application.
- Please note that you will be applying for the MSc Applied Statistics in the first instance.
- Interviews by arrangement.
- Online application
You can apply online from the link below.
- Application deadlines and interviews