Purdue University - Department of Statistics - M.S. Data Science in Finance Residential Program Skip to main content

M.S. Data Science in Finance Residential Program

The goal of the program is to equip students with the tools necessary to pursue a career in a quantitative financial field. The 2-year course work provides students with comprehensive and practical knowledge of the mathematical, statistical, and computational skills. The following courses are offered as guides. They should be adapted to suit a student’s needs and an advisory committee’s recommendation. This degree requires 33 credit hours plus an oral final exam. Students in this program are also required to take at least one Data Science in Finance seminar course.

Course Requirements

33 credit hours + DSF seminar (at least once) + oral exam

1. Data Science Foundation (15 credits)

STAT 52000
STAT 52500
STAT 51700 or STAT 52800
STAT 51900
STAT 52600 or STAT 54500

2. Computational Finance (6 credits)

STAT 54000 and STAT 54100
 

3. Data Science in Finance (6 credits)

Machine Learning Finance I (598) and Machine Learning Finance II (598)

4. Electives (6 credits): two courses from the list below

STAT 53200
STAT 54600
Any topic courses 598 or 695
CS 54300
CS 57300
CS 57800

Sample Plan of Study

1st Fall STAT 52500 STAT 51900 STAT 54500
Spring STAT 52600 STAT 52000 STAT 54000
2nd Fall STAT 54100 STAT 52800 MLF1
Spring MLF2 Elective1 Elective2

Purdue Department of Statistics, 150 N. University St, West Lafayette, IN 47907

Phone: (765) 494-6030, Fax: (765) 494-0558

© 2021 Purdue University | An equal access/equal opportunity university | Copyright Complaints

Trouble with this page? Disability-related accessibility issue? Please contact the College of Science.