STATS 417: Models in Finance
Graduate course, UCLA, 2024
Winter Quarter 2025, Winter Quarter 2024
Teaching
STATS 202B: Matrix Algebra and Optimization
Graduate course, UCLA, 2023
This course introduces students to algorithms and their theoretical underpinnings extensively used in modern machine learning. It covers
- first order methods, including gradient descent and its variants;
- conditions for optimality for convex;
- constrained optimization problems and basics of duality theory;
- challenges posed by non-convex problems.
STATS 102B: Intro to Computing and Optimization
Undergraduate course, UCLA, 2023
Spring Quarter 2025, Spring Quarter 2024, Spring Quarter 2023