Overview Body of knowledge Testing FAQ

Body of Knowledge
Data Science Foundations

Representations of a distribution

Marginalization

Conditioning

Normal distribution

Quadratic-normal distribution

Notable multivariate distributions

Elliptical distributions

Scenario-probability distributions

Exponential family distributions

Mixture distributions

Other special classes of distributions

Univariate results

Definition and properties of copulas

Special classes of copulas

Implementation

Expectation and variance

Expectation and covariance

L2 geometry

Generalized location-dispersion: affine equivariance

Generalized location-dispersion: variational principles

Factor models and learning

Overview

Regression LFM's

Cross-sectional LFM's

Principal component LFM's

Factor-analysis LFM's

Application: principal component analysis of the yield curve