Approved Courses 

The approved courses listed below are available for elective credit in the M.A. in Statistics Program. (Please also review non-approved courses.) The MA Program requires a total of six elective courses, of which at least three must be offered by the Statistics Department.  For review of the 4 required core courses please visit this web page. Students should always confer with their Faculty Adviser prior to selecting electives each semester.

Courses not on this list may at times be approved as electives when reviewed and deemed appropriate only by approval from the M.A. Faculty Adviser or MA Program Director.  Topics and seminar courses are generally not approved.  Statistics courses offered in other departments, other than the ones listed below, are generally not approved.  A syllabus for any course not on this list must be shared when requesting approval.  

Admittance into any course below is not guaranteed.  All courses are subject to availability.

Course Registration:  Statistics Elective Courses

Statistics Elective Courses (must complete a minimum of 3 total)

STAT Now Old # Course Title
STAT GR5206 (formerly G4300) Statistical Computing and Intro to Data Science
STAT GR5207 (formerly W4606) Elementary Stochastic Processes
STAT GR5221 (formerly W4437) Time Series Analysis
STAT GR5222 (formerly W4413) Nonparametric Statistics
STAT GR5223 (formerly W4415) Multivariate Stat Inference
STAT GR5224 (formerly W4640) Bayesian Statistics
STAT GR5231 (formerly W4543) Survival Analysis
STAT GR5232 (formerly W4325) Generalized Linear Models
STAT GR5233 (formerly W4330) Regression and Multi-Level Models
STAT GR5234 (formerly W4335) Sample Surveys
STAT GR5241 (formerly W4400) Statistical Machine Learning
STAT GR5242 (formerly W4240) Data Mining*
STAT GR5243 (formerly W4249) Applied Data Science
STAT GR5261 (formerly W4290) Statistical Methods in Finance
STAT GR5262 (formerly W4635) Stochastic Processes for Finance
STAT GR5263 (formerly G6503) Stat Inf/Time-Series Modeling
STAT GR5264 (formerly G6501) Stochastic Processes Applications I
STAT GR5265 (formerly G6505) Stochastic Methods in Finance
*As of Fall 2016, Data Mining has been replaced by GR5241 Statistical Machine Learning within the Data Science sequence

Cross Registration: Approved Courses in other Departments

Admittance into any course below is not guaranteed.  All courses are subject to availability, especially those offered from other departments.  Read HERE for more details about cross registration. 

School of Public Health Courses

Course Course Title
PUBH P8108 Survival Analysis (PUBH P6103/4, STAT W4315, W4109/W4015 and W4107)
PUBH P8116 Design of Medical Experiments (PUBH P6103/4, STAT W4315, W4109/W4015 and W4107)
PUBH P8121 Generalized Linear Models (PUBH P6103/4, STAT W4315, W4109/ W4015 and W4107)
PUBH P8139 Theoretical Genetic Modeling (PUBH P6103/4)
PUBH P8140 The randomized clinical trial I (PUBH P6103/4)
PUBH P8142 The randomized clinical trial II (PUBH P6103/4, P8140)

Notes: The courses in parentheses are pre-requisite courses.  

 

Industrial Engineering and Operations Research (IEOR) Courses

For information on how to cross-register for Industrial Engineering and Operations Research click here.  

Course Course Title
IEOR E4403 Advanced Engineering and Corporate Economics
IEOR E4404 Simulation
IEOR E4407 Game-Theoretical Models of Operations
IEOR E4412 Quality Control and Management
IEOR E4600 Applied Integer Programming
IEOR E4700 Introduction to Financial Engineering

Note: please click here for information on how to cross register for their courses.  

 

Mathematics Courses

Course Course Title
MATH GU4061 Introduction to Modern Analysis I
MATH GU4062 Introduction to Modern Analysis II
MATH GR5010 (Formerly W4071) Introduction to the Theory of Mathematical Finance
MATH GR5220 (Formerly G4073) Quantitative Methods in Investment Management
MATH G5360 (Formerly G4075) Math Mthds-Fin Price Analysis
MATH GR5280 (Formerly G4076)  Capital Markets & Invest
MATH GR5380 (Formerly G4078) Multi-Asset Portfolio Mgmt
MATH GR5300 (Formerly G4080) Hedge Funds Strategies & Risk
MATH GR5320 (Formerly G4082) Financial Risk Management & Regulation
MATH GR6151 (Formerly G4151) Analysis & Probability I
MATH GU4155   Probability Theory
MATH GR6307 (Formerly G4307) Algebraic Topology
MATH GR6308 (Formerly G4308) Algebraic Topology II
MATH GR5030 (Formerly G6071) Numerical Methods in Finance

 

Economics Courses

Course Course Title
ECON GU4415 Game Theory
ECON GU4301 Economic Growth & Development

Approved courses from Economics, Actuarial Science, & the Business School.

 

Finance and Business Economics Courses at Columbia Business School

For specific instructions on how to cross-register for classes at Columbia Business School click here (Most courses have a prerequisite of Capital Markets “FINC B8306/ MATH G4076” or “waiver exam”). 

Course

Course Title

FINC B8306

Capital Markets & Investments

FINC B8307

Advanced Corporate Finance

FINC B8308

Debt Markets

FINC B8312

Advanced Derivatives

FINC B8310

Advanced International Corporate Finance

FINC B8318

Investment Banking Tax Factors

FINC B8323

Asset Management

FINC B8325

Mergers & Acquisitions

FINC B8326

Capital Markets Regulation

FINC B8333

Real Estate Capital Markets

FINC B8347

Financial Crises and Regulatory Responses

FINC B8348

Emerging Financial Markets

FINC B8362

Project Finance

FINC B8368

Security Analysis

FINC B8384

Equity Derivatives

FINC B8394

Private Equity: the asset class, its investments & its markets

FINC B8396

Institutional Investing: Alternative Assets in Pension Plans

FINC B8423

Investor Influence on Corporate Sustainability

FINC B8424

Competitive Advantage in Investing

BUEC B8250

Global Economic Environment II

Note: most courses have a prerequisite of Capital Markets (FINC B8306/ MATH GR5280 (formerly G4076) or waiver exam). Click here for more information.  

 

Actuarial Science Courses

Course Course Title

PS5821  (formerly ACTU K4821)

Actuarial Methods I
(By permission only by Faculty Adviser;
must have demonstrated interest in AS)  

PS5822 (formerly ACTU K4822)

Actuarial Methods II (By permission only)    

PS5823 (formerly ACTU K4823)

Actuarial Models  

PS5830 (formerly ACTU K4830)

Models for Financial Economics
(formerly known as Stochastic Processes for Actuaries)
(By Permission Only)

PS5846 (formerly ACTU K4846)

Quantitative Risk Management

Note:  ACTU K8030 is also online.  

 

Computer Science and Data Science Courses

Course

Course Title

COMS W4111

Introduction to Databases

COMS W4121

Computer Systems for Data Science 

STAT GR5702 (Formerly W4701)

Exploratory Data Analysis and Visualization*

COMS W4772

Advanced Machine Learning

CSOR W4246

Algorithms for Data Science

*Students interested in GR5702 Exploratory Data Analysis & Visualization Course – Sign up for WAITLIST HERE.   Decisions about the waitlist will occur mid-way through the January add/drop period of the new semester, space permitting.  Once you sign up using the link, there is no additional need to email the Institute.  They will be in touch with you in January. 

Students interested in the data science courses, offered by the Data Science Institute, should contact the Institute directly [datascience@columbia.edu] regarding course access through their internal lottery process. For COMS W4111 & COMS 4772, managed by the Computer Science department, interested students that have questions should reach out to Jessica Rosa: jr3135@columbia.edu

Electives by Interest Area

Below are some possible electives a student might select based upon interest area. Please note these courses are recommended as a helpful guide in course selection; however, they are not required.


FINANCE

GR5221  Time Series Analysis
GR5207  Elementary Stochastic Processes
GR5264  Stochastic Processes-Applications I
GR5263  Stat Inf/Time Series Modelling
GR5265  Stochastic Methods in Finance
GR5261 Statistical Methods in Finance

In addition to approved courses from the Business School, Mathematics of Finance, & Related Programs.

DATA SCIENCE (see Data Science sequence*)

GR5206 Stat Computing & Intro to Data Science (prerequisite for GR5241)
GR5241 Statistical Machine Learning (prerequisite for GR5242)

In addition to approved courses from Statistics, Computer Science & Related Departments

*Data Science Sequence – As of Fall 2016, the Data Science sequence includes GR5206 offered in the fall which is a prerequisite for GR5241 offered in the spring. Both courses are a prerequisite for a new Capstone course, GR5242: Advanced Machine Learning.

PHARMACEUTICAL INDUSTRY OR PUBLIC HEALTH

GR5232  Generalized Linear Models
GR5222  Non-Parametric Statistics
GR5231  Survival Analysis

In addition to approved courses from Biostatistics and Epidemiology.

ACTUARIAL SCIENCE and THE INSURANCE INDUSTRY

GR5231  Survival Analysis
PS5823 (formerly ACTU K4823)  Actuarial Models
GR5207  Elementary Stochastic Processes

In addition to approved courses from Economics, Actuarial Science, & the Business School.

Ph.D. TRACK

Please confer with your Faculty Adviser. 

 

Non-Approved Courses

The following courses are NOT approved for the Statistics MA degree requirement:

  • 3000 level courses
  • STAT GU4281 (Formerly W4840) or K5281 Theory of Interest
  • STAT G5705 Intro to Data Science 
  • COMS W4721 Machine Learning for Data Science
  • STAT W5701 (Formerly W4700) Prob & Statistics
  • STAT W5703 (Formerly W4702) Statistical Inference and Modeling
  • SIEO W4150 Intro Prob & Stat Inference
  • IEOR E4106 Stochastic Models
  • STAT GU4282 (Formerly W4440) Linear Regression and Time Series Models
  • ECON W4412 Ad Econometrics or other 4000-level Econometrics courses
  • ECON W4413 Econometrics of Time Series
  • SEMINAR, TOPICS, or other courses from other departments that do not have in-class exams.
  • Finance 6000 level courses
  • Biostat 6000 level courses

Note: For other courses not listed above, students should confirm with their Faculty Adviser before registering.