Topics of current research interest in probability and/or statistics, by means of lectures and informal conferences with members of staff. PSTAT 262FM is reserved for topics in financial mathematics and statistics.

Prerequisites: PSTAT 120A-B-C; consent of instructor.

1 - 6

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Jean-Pierre Fouque
4.0
5 reviews
Fall 2024 . Fouque J-P
SH 5607F
F
10:00 AM - 11:50 AM
See All
PSTAT 262FM Fouque J-P Fall 2024 Total: 11
PSTAT 262FM Fouque J-P Fall 2023 Total: 11
5
4.0
PSTAT-223AB . A Month Ago

I took PSTAT 223A (F24) and PSTAT 223B (W25) with JP. He's a great lecturer and a very kind person! While some of his lectures could be dense or a bit all over the place, I learned so much from his classes. He's definitely one of the most capable teachers of stochastic calculus and financial math, I wouldn't want to take it with anyone else.

0 helpful 0 unhelpful
160B . 4 Years Ago

Pstat 160b is normally a dense class, but Prof. Fouque made it manageable with the open book format and 72 hour time window for both the midterm and the final. Hw problems are usually straight out of the textbook. The biweekly Python Hw can take a while, so its best to start those early. If you put in a reasonable amount of effort, you can get an A

0 helpful 0 unhelpful
PSTAT160B . 4 Years Ago

He prerecorded all his lectures and his handwriting was illegible (no joke). The class material is heavy and he doesn't make it easier. He read straight from the textbook and added extra information that was not needed. You are better skipping lectures and just following the book. Do not take him for any class. He is nice but is not meant to teach.

0 helpful 1 unhelpful
PSTAT213ABC . 10 Years Ago

The rare genius that is also a good teacher. Friendly too. Definitely take a class from him if you can.

0 helpful 0 unhelpful
PSTAT213B . 12 Years Ago

One of the best professors in UCSB. I learned so much:)

0 helpful 0 unhelpful
PSTAT 231
1 / 20 Enrolled
Introduction to Statistical Machine Learning
Guo Yu 2.9
M W
11:00 AM - 12:15 PM
77.4% A
PSTAT 231
0 / 20 Enrolled
Introduction to Statistical Machine Learning
T B A
M W
12:30 PM - 13:45 PM
77.4% A
PSTAT 263
5 / 75 Enrolled
Research Seminars in Probability and Statistics
Guo Yu 2.9 Gareth Peters 3.6
M W
15:30 PM - 16:45 PM
PSTAT 274
3 / 20 Enrolled
Time Series
Tan Ying 4.7
T R
11:00 AM - 12:15 PM
84.8% A
PSTAT 277A
2 / 30 Enrolled
Advanced Time Series
Gareth Peters 3.6
T R
17:00 PM - 18:15 PM
PSTAT 296A
2 / 18 Enrolled
Intro to Research in Actuarial Science
Ian Duncan 3.0
F
12:00 PM - 13:50 PM
98.6% A