ATHENS UNIVERSITY OF ECONOMICS & BUSINESS

EDUCATION & RESEARCH · UNIVERSITY

Postgraduate Studies in Statistics

Welcome to M.Sc. Programs in Statistics

Passionate Education and Research about Statistical Methodology,

Data Analytics and Stochastics

Applications for the academic year 2019-20

 

About Us

The Department of Statistics of the Athens University of Economics and Business has been founded in 1989. Its purpose is to provide innovative and high quality undergraduate and postgraduate education in probability and statistics. Every year 120 undergraduate students and ~60 postgraduate students are accepted in our M.Sc. courses.   


The department has an international reputation for developing statistical methodology that has grown from its history of active contributions to research and teaching in statistics.

Our taught Msc  in Statistics (two semesters), Msc in Applied Statistics (four semesters), Msc in Quantitative Management of Actuarial and Financial Risk (four semesters) and Msc in Data Science (program offered in either two or four semesters), courses offer specialist training in statistics applied to educational science, medical and social sciences, finance, econometrics and actuarial statistics.

We welcome PhD applications from students with an excellent Msc qualification and an interest in many areas of statistics like Bayesian statistics, stochastic modeling, financial mathematics, actuarial statistics or multivariate statistics.

Programs Offered

The Statistics Department offers four distinctive programs for our students to choose from. Their choice depends on the specific needs and expectations they hold for their postgraduate studies, as well as their individual interests in the area of Statistics.


The Programs are:
Master of Science (Μ.Sc.) in Statistics

Master of Science (Μ.Sc.) in Applied Statistics

Master of Science (Μ.Sc.) in  Quantitative Management of Actuarial and Financial Risk (Joint Program with the Department of Accounting and Finance)

Master of Science (Μ.Sc.) in Data Science (Joint Program with the Department of Informatics)


 

More Information can be found below.

 

Μ.Sc. in Statistics

STUDIES OBJECTIVE

The postgraduate program of Μ.Sc. in Statistics provides specialized knowledge at postgraduate level to graduates of Greek and foreign Universities in the basic fields of Statistics and Probability.

The program’s objective is to train postgraduate students to the following fields:

  1. Probability Theory

  2. Statistical Inference 

  3. Applied Statistics

  4. Computational Statistics and Big Data

  5. Theory and Applications of Stochastic Processes 

 

Classes take place 4 mornings per week.

 

The study program mainly aims at full training and specialization of scientists with statistical or mathematical knowledge, in the science of Statistics and its applications, in order to be able to deal with and solve various problems in a quantitative way, both in the public and private sector.


List of courses by semester:


During the first semester there are 4 obligatory courses offered. In the second semester, there are 3 course groups (Applied Statistics, Computational Statistics, Stochastics), each including 5 courses. Students choose two course groups and four courses out of each group.

 


1st Semester


COMPULSORY

Probability and Statistical Inference (7,5 ECTS)

Computational Statistics (7, 5 ECTS)

Generalized Linear Models (7,5 ECTS)

Data Analysis (7,5 ECTS)


2nd Semester


Applied Statistics

OPTIONAL (4 out of 5 courses)
Time Series Analysis (4 ECTS)
Biostatistics (4 ECTS)
Advanced Survey Sampling Methods (4 ECTS)
Applied Stochastic Modeling (3.5 ECTS)
Topics in Applied Statistics (3,5 ΠΜ)

Computational Statistics

OPTIONAL (4 out of 5 courses)
Bayesian Models in Statistics (4 ECTS)

Financial Econometrics (4 ECTS)

Statistical Learning (3,5 ECTS)
Big Data Statistics (3,5 ECTS)
Topics in Computational Statistics (3,5 ECTS)



Stochastics

OPTIONAL (4 of 5 courses)
Probability Theory (4 ECTS)
Advanced Stochastic Processes (4 ECTS)
Stochastic Modeling in Finance (3,5 ECTS)
Stochastic Models in Operational Research (3,5 ECTS)
Topics in Stochastics (3,5 ECTS)

 

3rd Semester


Thesis Writing (30 ECTS)

You can find a short description of the courses here.

The programs regulation is here (in Greek).

The PD for the program's regulation can be found here (in Greek).

Proclamation for the academic year 2019-20 (2nd cycle)

MSc in Applied Statistics

STUDIES OBJECTIVE

The postgraduate program in applied statistics is to train postgraduate students to the following fields:

  1. Data Analysis

  2. Biostatistics

  3. Big Data and Computational Statistics

  4. Applied Probability

 

​In particular, the program aims at:

  1. Creating specialized scientists in fields compatible with the research activity, the respective specialization fields of the undergraduate program and with the department’s faculty.

  2. Educating senior executives of companies and organizations in the private and public sector in order to meet the needs of their specialized activities in data analysis.

  3. To internationally promoting the University and to develop collaborative networks with the international scientific community and the maximum possible activation within the framework of the opportunities offered at European and global level.

  4. Linking the educational process to the needs of the market and the economy in general.

 

The duration of the Program is five semesters, of which the 5th is dedicated to the thesis writing. Classes take place 2 afternoons per week. 

 

Course list:

During the first, second and third semester there is a total of eight obligatory courses. In the third and fourth semester, there are four optional courses.


First Semester

OBLIGATORY

Applied Probability – Estimation  (5 ECTS)

Hypothesis Testing – Linear Models (5 ECTS)

Statistical Applications using R (5 ECTS)

 

Second Semester

OBLIGATORY

Optimization Techniques (5 ECTS)

Generalized Linear Models (5 ECTS)

Time Series Analysis and Forecasting using R (5 ECTS)

 

Third Semester

OBLIGATORY

Medical Statistics (5 ECTS)

Computational Statistics using R (5 ECTS)

Optional Course taken from the list below (5 ECTS)

 

Fourth Semester

Three Optional Courses taken from the list below (15 ECTS in total)

Optional Courses List

Applied Bayesian Statistics (5 ECTS)

Statistical Learning (5 ECTS)

Survival Analysis (5 ECTS)

Stochastic Dynamic Programming (5 ECTS)

Sampling (5 ECTS)

Quality Control and Reliability (5 ECTS)

Demography (5 ECTS)

High dimensional Statistics (5 ECTS)

Clinical Trials (5 ECTS)

Decision Analysis and Game Theory (5 ECTS)

Inventory Theory and Supply Chain Management (5 ECTS)

Financial Mathematics with Applications in MATLAB and PYTHON (5 ECTS)

 

Fifth Semester

Thesis writing (30 ECTS)

 

You can find a short description of the courses here.

The program regulation is here (in Greek).

The PD for the program's regulation can be found here (in Greek).

Proclamation for the academic year 2019-20 (2nd cycle)

 
 

Visit Us!

Visitors are always welcome to our school. If there’s anything you’d like to know about our programs and curriculum, please get in touch.

Facilities

The postgraduate Statistics Lab is located at 47 Evelpidon and Lefkados 33 str, on the 2nd floor. The lab is used by postgraduate students, PhD candidates and faculty members of the Department.
There are currently 22 pc workstations, comprising a local network, 1 printer and projector. There are 4 pc’s connected to the internet.
Postgraduate students and PhD candidates can use this lab for their research. PC’s are equipped with many statistical packages, word processors, databases, etc.
There are also seminars that take place in this lab, as well as and postgraduate courses.

 

Terms of Studies

When deciding the call positions, the Committee of the Statistics Department, determines the courses offered each semester, which of them will be mandatory, as well as the number of lecture hours and tutorials for each course.
 

Course attendance is compulsory. If the unjustified absences in a course exceed one third of the study hours, the student is considered failed and has to retake the course the next time it is offered.

 Each student can be examined in failed courses in the September exams. If said student fails and in September he can take the exam in the following exams of the specific course. If he fails again then he is disqualified from the program and he only receives a Certificate of Attendance.

Postgraduate students have the right to express their complaints or submit their objections to decisions taken by the Committee, in the Departments Secretariat.

Meet The Staff

The department has 21 resident faculty members the majority of which hold PhD's of some of the best universities in the area of Statistical science. The scientific staff of the Department has a strong presence in academia and high visibility internationally with a number of publications is some of the most respected journals in the field.

The department's secretariat is located at 47A Evelpidon str. and 33 Lefkados str. in the 7th floor. 

Communication with the secretariat's personnel: 

Argyro Smyrnaki: (210)-8203681, smyrnaki@aueb.gr

Maro Chrysanthopoulou: (210)-8203681, marochr@aueb.gr

Fax: (210)-8203692

Mail: masterst@aueb.gr

Admissions Explained

The programs accepts Statistics Departments graduates, both from domestic and abroad Universities, given that their degree grade is “Very Good”, or higher. Graduates from other scientific fields can also be accepted, under the criteria determined by the 2083/92 law.

Applicants Profile and Requirements:
The program accepts graduates from Statistics Departments, both from domestic and abroad Universities. Graduates from other scientific fields can also be accepted, under the criteria determined by the 2083/92 law.
The selection process is conducted in two phases. In the first phase, applicants are selected based on the data submitted (studies, recommendations, etc). Those selected in this phase are called in for an interview, either face to face or with Skype.
To determine the success order the Committee has determined various selection criteria, which are:
• General degree grade (at least 7,5/10)
• Oral interview
• Knowledge of the English language
• Any pre-existing research activity, and
• Other criteria adopted by the Departments Committee


 

Facilities

There are four Postgraduate Statistics Labs:

  •  Laboratory of Applied Statistics, Probability and Data Analysis (Patision 76, Central AUEB Building, 3rd floor)

  • Stochastic  Modelling  and  Applications Laboratory (Troias AUEB Building, 2nd floor)

  • Computational and Bayesian Statistics Laboratory (Troias AUEB Building, 2nd floor)

  • Laboratory of Statistical Methodology (Evelpidon 47, 2nd floor)

Master of Science (Μ.Sc.) in  Quantitative Management of Actuarial and Financial Risk

STUDIES OBJECTIVE

The Interdepartmental Postgraduate Program entitled "Postgraduate Diploma in Quantitative Management of Actuarial and Financial Risk" aims to provide specialized postgraduate level knowledge in the key areas of Actuarial and Financial Risk Management with an emphasis on Quantitative Methods. Purpose of the program is the training of postgraduate students in the statistical-quantitative analysis of financial and actuarial data and the development of modern techniques in estimating / anticipating business risks in financial and insurance-actuarial products.

The program focuses on the following fields:

(1) Stochastic and statistic modeling of financial, insurance and actuarial risk. 

(2) Risk management techniques 

(3) Selection techniques for financial and insurance portfolios

The duration of the Program is five semesters, of which the 5th is dedicated to the thesis writing. Classes take place two afternoons per week. 

 

Course List:

Three obligatory courses are offered in each of the first four semesters  

 

First Semester

OBLIGATORY

Probability and applications using computational techniques  (5 ECTS)

Statistics and applications using computational techniques (5 ECTS)

Financial Markets and Corporate Finance (5 ECTS)

 

Second Semester

OBLIGATORY

Optimization Techniques and Portfolio Theory (5 ECTS)

Linear models and Time Series Analysis (5 ECTS)

Stochastic Processes and Derivative Markets (5 ECTS)

 

Third Semester

OBLIGATORY

Financial Econometrics (5 ECTS)

Financial Mathematics with Applications (5 ECTS)

Life Insurance – General Insurance (5 ECTS)

 

Fourth Semester

OBLIGATORY

Insurance Risk Management - Solvency II (5 ECTS)

Credit and Financial Risk Management (5 ECTS)

Topics in Insurance and Finance (5 ECTS)

 

Fifth Semester

Thesis writing (30 ECTS)

 

You can find a short description of the courses here.

The program regulation is  here (in Greek).

The PD for the program's regulation can be found here (in Greek).

Proclamation for the academic year 2019-20

 
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