Search results

  1. ezbentley

    Switching from Matlab to C++

    I am fairly proficient in Matlab/R, but would like to gradually transition my research framework to C++ as a learning experience. My research involves mostly econometrics, multivariate time series, and portfolio optimization, i.e. more emphasis on portfolio management and less on pricing. The...
  2. ezbentley

    Non-finance work experience on resume?

    This question is for those who have successfully switched career into finance from engineering/science background. If your experience in finance is limited to academic courses(zero professional experience) but have extensive working experience in a non-related field, what is a good strategy...
  3. ezbentley

    Just how important is career service from the MFE program?

    If you have the choices of brand-name programs without dedicated placement service, such as Columbia MAFN and NYU Part-Time, versus a not-yet-established program but with placement service like UCLA, which is a better choice?
  4. ezbentley

    Time allowed for making decision?

    For those programs with rolling deadlines, such as UCB, UCLA, Columbia MAFN..., how much time do you have to make your decision after they offer you admission? Is it going to be "you have two weeks to decide starting from today" or "respond by a certain date"? If they only allow you say two...
  5. ezbentley

    Statement of purpose - quantitative skills?

    Some schools specifically request applicants to write about how they apply quantitative skills in problem solving. My questions is: what is the "scope" of their definition of quantitative skills? Are they limited to solving problems through the use of mathematical equations? I know this may...
  6. ezbentley

    Stanford MS&E

    I am curious if anyone has experience with the MS&E department in Stanford. The department has a concentration in finance and economics and offer several financial engineering courses. It seems more practical and less math-intensive than the FinMath program in the Stats department. Any thought?
  7. ezbentley

    Anyone successful at transitioning from EE to FE?

    I am curious if anyone with BS or MS in electrical engineering has successfully been admitted to any top MFE program. If so can you share your experience? My dilemma is that most people think engineering must be highly quantitative. However, there are highly technical fields within electrical...
  8. ezbentley

    MFE programs with late deadlines?

    I didn't really have all the resources available to apply for MFE until now, which is past the deadline for most schools for 2010 Fall. Besides UCLA and USC, is there any other program that has rolling or late deadlines that I can still apply to? Also I noticed that UCLA is not in the...
  9. ezbentley

    How to calculate confidence interval for GARCH forecast values?

    Right now I am using MATLAB garchfit and garchpred to build a GARCH(1, 1) model to forecast volatility over the next k periods. How can I calculate the confidence intervals of the forecasts? I searched through several textbooks and papers but didn't find a clear answer. One paper mentioned...
  10. ezbentley

    Online courses in quantitative finance?

    I am looking for schools that offer courses on quantitative finance online on a "for-credit" basis(not just seminars or MIT opencourse). I would like to take courses for credit in case I decide to pursue a degree(MFE or similar) later on. So far I have found that Stanford(SCPD) and...