Lecture 4: Linear Algebra (cont.); Probability Theory
The lecture provides an overview of key linear algebra concepts such as eigenvalues, eigenvectors, matrix diagonalization, and singular value decomposition, emphasizing their applications in modeling dynamic systems and data analysis. It also introduces foundational probability theory concepts, including distributions, moments, covariance, principal component analysis, and their relevance to finance, portfolio management, and stochastic modeling.
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Fall
2024
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