Scientific Evolution Seminar Catalogue

QUANTITATIVE Learning & Tactical Performance Center

v4

MATHEMATICS ANALYSIS MODELING SIMULATION modeling data, creating knowledge

It's not about being the best, it's about being better than you

were yesterday

http://www.scientific-evolution.com/htmlfr/dwnldbl/se_catalogue_fr.pdf

Scientific Evolution Sàrl – Quant. Learning & Performance Center for High-Potentials [email protected] – www.scientific-evolution.com

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Contents re you an individual or a team wanting to get exposed to some of the major quantitative techniques and looking for a customizable bachelor, master or PhD advanced analytics level program? As a “HiP” you want to deeply understand mathematical analysis and modeling tools?

Because science is the worldwide intensive source of innovation since more than 300 hundred years, this catalog will perhaps help you to find solutions to the specific needs of your company and to keep and develop key talent!

Scientific Evolution Sàrl wish in a near future to be a leader in Quantitative Scientific Management with a comprehensive range of open enrollment “quant” seminar programs, all aimed at the real needs of today's employees (especially high-potentials, aka HiPos) and customer's expectations.

Introduction

When Science meet Management ............................................................................................................ 2 Quant Skills .............................................................................................................................................. 5 Information ............................................................................................................................................... 8

Seminars

IDTT01: Probabilities ............................................................................................................................. 9 IDTT02: Descriptive statistics ................................................................................................................ 11

IDTT03: Parametric inferential Statistics (hypothesis testing) .......................................................... 14

IDTT04: Non-parametric Statistics ....................................................................................................... 17

IDTT05: Quantitative Forecasting and Time series analysis .............................................................. 19

IDTT06: Quantitative Quality control (industrial statistics) .............................................................. 22

IDTT07: Quantitative Finance ............................................................................................................... 25

IDTT08: Quantitative Decisioneering ................................................................................................... 28

IDTT09: Quantitative Data analysis (data mining/machine learning) .............................................. 30

IDTT10: Quantitative Failure Modes and Effects Analysis ................................................................ 32

IDTT11: Quantitative Project Management (Statistical Thinking for Managers) ........................... 34

IDTT12: Quantitative Optimization techniques .................................................................................. 36

IDTT13: Quantitative Supply chain ...................................................................................................... 39

IDTT14: Quantitative Insurance techniques ........................................................................................ 41

IDTT15: Engineering Mathematics ....................................................................................................... 43

Prices .......................................................................................................................................................... 45

When you can measure what you are speaking about and express it in numbers, you know something about it; but when you cannot express it in numbers, your knowledge is of a meager and unsatisfactory kind. Lord Kelvin

A


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When Science meet Management

he further you go in your company's business system, the greater the responsibilities that you must take on, and the more visible will the results for which you are accountable. And these responsibilities and this visibility will occur in the context of ever-increasing complexity. The

quantitative stream is an integral part evolution for all activities to understand and solve/improve complex situations using Master/PhD state of the art scientific tools and processes based on extremely useful and rigorous REX (return on experience).

Scientific Evolution Sàrl 100% focused on Quantitative Scientific Management with a comprehensive range of open enrollment quant seminar programs, all aimed at the real needs of today's employees (especially high-potentials), a radical high level approach to the management of organizations using an efficient proven method: math's analysis and scientific methodologies for project management to resolve real business issues and analyze strategic challenges!

The ability to reason in an organized and mathematically correct manner is essential to solving critical business problems, and helping employees to improve their reasoning skill is also one of our primary goals.

We hope that our approach will transform the way your company executes the revenue generating process in a wide variety of complex problems in business, government, health care, education and many others through his scientific strategy for each hard skill or soft skill high-potential employee.

T


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Others say it, We prove it! Even though many business decisions can be made intuitively, based on hunches and experience, there are more and more situations in which quantitative models can assist. Some managers, however, fear that the use of a formal analysis process will reduce their decision-making power. Others fear that it may expose some previous intuitive decisions as inadequate. Still others just feel uncomfortable about having to reverse their thinking patterns with formal decision making. These managers often argue against the use of quantitative methods. Many action-oriented managers do not like the lengthy formal decision-making process and prefer to get things done quickly. They prefer “quick and dirty” qualitative techniques that can yield immediate results. Once managers see some quick results of quantitative technics that have a substantial payoff, the stage is set for convincing them that quantitative analysis is a beneficial tool.

When you participate to our quantitative seminars, you will:

learn through real-life case studies with real accessible tools and practical research material learn to turn numbers into real scientific knowledge learn from experts, all researchers or authors choose to work on a specific challenge related to your company share knowledge with other high-potentials skills trough active class discussions gain access to our website (Forum, Wiki, MS Excel Spreadsheets, Scripts/Codes, Lectures, Videos)

Memorization is important, however understanding is even more important.

Theory

• Purpose • Hypothesis • Assumptions • Limitations • Proofs

Applications

• Finance • Management • Supply chain • Quality • R&D • Forecasting • …

Discussions

• Processes • Implementation • Business cases • Critics • Lectures • Traps • Tips & Tricks


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State of the art Mathematic is the most fascinating and satisfying subject to research and to learn. No matter how much you read, and how well informed you are, there is nothing comparable to deeply understand the mechanisms of applied science to gain the managerial insights that are necessary for succeeding in the future and mastering the present. We share our passion for all branches of mathematics and our diverse, high-quality seminars list reflects this.

We offer real learning approach with powerful professional tools and methodologies align with the needs of your daily business subject to uncertainties. Our program gives you a grounding in core disciplines such as quantitative marketing, quantitative finance, quantitative project management, quantitative quality control, quantitative process management and decisioneering. This approach enables you to look at various challenging issues from a different perspective and dig out gold of your company's data, independent of the sector you are situated in.

For this purpose, we are constantly updating our programs keeping them relevant, and bringing innovative material to the classroom. By investing the necessary time to work closely with key clients and understand their needs, we always offer tailored and comprehensive services.

Participants should come with an open mind to learn from thought leaders and peers, to build efficient business and sustainable business environment. Also, we will discuss how scientific methodology has increase knowledge and comfort in all fields.

Quantitative techniques and tools provide the executive with scientific basis for decision making and enhance the abilities to make long range plans and to solve some of the many problems of running a business and industry with greater efficiency and confidence. Quantitative techniques and tools are instead nothing more than a high-quality tool for the professional involved in the high level business areas and is not a guarantee of specific results! There are number of advantages in using mathematical models:

1. Models can accurately represent reality (if properly formulated)

2. Models can help a decision maker formulate problems

3. Models can give us insight and information

4. Models can save time and money rather than trying for real

5. A model may be the only way to solve some large or complex problems in a timely fashion

6. A model can be used to communicate problems and solutions to others

Everything should be made as simple as possible, but not simpler. Albert Einstein


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Quant skills

Quant skills and High-Potentials expect from their employer more development, support, and investment – and they get it. Their also receive more development opportunities – such as special assignments and seminar as well as mentoring and coaching from senior leaders – than other employees to keep them in the organization. The extra investment from their employer is one reason why being formally recognized as a Quant skill and also a High-Potential is considered important to face a more complex range of challenges.

Because High-Potentials are that illustrious group of individuals who are the rising stars in your organization they have to receive differentiated seminar that often includes additional options for "higher dollar" seminar to take on greater risks and responsibilities. Our seminars prepare your high-potentials skills in three ways for keeping them engaged so you can retain them:

Deepening understanding of fundamentals and advanced quant techniques (finance, forecasting, supply chain, quality control, optimization, etc.).

Providing a solid foundation in the principles of quant techniques and a unique opportunity for self-development and for your company management methods.

A learning approach that is highly informal and interactive with thought-provoking assignments, and real-life case discussions.

When an organization sends us a Quant or High-Potential, it gains a more confident, competent business leader:

To manage change rigorously and drive results in a scientific way.

Thanks to his heightened curiosity about the world and the possibilities it holds.

Through his aptitude to turn ideas into actions and measure their efficiency scientifically.


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DMAIC Training process We aim to be as transparent as possible with your projects by providing very detailed contents of all levels: business-oriented, with varying intensity and based if possible on a statistical analysis of your business. We are moving all over the world to meet your requests wherever you are.

We apply the Six Sigma DMAIC (Define, Measure, Analyze, Improve, Control) approach for building your customize trainings and to be sure that there are really useful for your employees:

Define a detailed specification book and research of (Critical To Quality) CTQ points Measure knowledge before training with skills assessments tests and interviews Analyze with statistics (when possible) the needs and the level of company employees by profession Improve skills with appropriate training prepared using the previous DMA steps. Control and report the short and long term return on investment and performance

And for sure you can follow our trainings or seminars in our classrooms, in your office building (if the meeting rooms are adapted) or by using e-learning technologies (webcasts, videos).

To be sure our services are successful and sustainable, we need to understand and have a clear picture on the details of your core business and implicit variables on your environment!

•Planning simulations?•Budget simulations?•Time management?•Decisioneering?•Data analysis (data mining)?•Forecasting?•Controlling?•Statistical process control?•Failure probabilities?•Financial simulations?•Risk convolution?•Optimization?•Stress tests?•Heuristics?•Working methodologies?•….

•Who is in charge of your statistics for data analysis and forecasting?•What level of statistics are you using today (undergraduate, postgraduate…)?•Are you doing projects and financial simulations?•Who is in charge in statistical process control and optimization?•Do you calculate failures probabilities of your products and services?•Do you know how real science has improved technologies and working methodologies?

•Identify your quants•Define your conditions and constraints•Pass admission test•Interviews•Plan and design an efficient custom program that have lasting impact•Transfer you business cases to the training center•Train on real world examples with experts with real tool •Pass post-test•Measure efficiency (ROI)


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What's new At Scientific Evolution Sàrl we always put quality first. By investing the necessary resources to study international norms and standards and last scientific publication, we can offer high level tailored services with demonstrated results:

With a radical approach With passionate and innovative speaker, trainers and experts With state of the art techniques With high level business tools

Our distinctive portfolio of open and seminars caters to individuals, teams and organizations. To remain at the forefront of quant education, we update once per year our programs keeping them relevant and assess our company organization and services using EFQM (European Foundation for Quality Management) scale value.

Top 5 benefits:

Most education centers add undergraduates' trainings about social responsibility, communication, ethics, computing and management methodologies. At Scientific Evolution Sàrl this is a part of the assumed

curriculum because we think that only a deeper understanding can bring people to have better ideas.

Quant trainings with proofs

Real world oriented problems

BMD-level tools and techniques

Scientific methodologies

Valuable return on investment


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Information

For all seminars:

Subjects are all detailed with accessible undergraduate or postgraduate math proofs and real world business examples

A four hour test with an interview is strongly recommended before and after the seminar (ISO 10015:1999, EduQua:2004, AFNOR X50-756)

Admission decisions are based using a combination of factors, including academic degrees and records, the statement of purpose, letters of recommendation, test scores, and relevant work experience

There is a delay of three months minimum between your request and the first seminar date for quality purposes

We strongly recommend four weeks between each seminar session (trainees can digest, apply and review new knowledge between each session: see Forgetting curve on Wikipedia)

We also strongly recommend to split the whole training duration in sessions of four hours occurring at the beginning of the week (avoid Friday)

All suggested durations are indicated for a group of six attendees who satisfies prerequisites

You can book also Saturdays and Sundays for seminars dates and customize seminars around a corporate team task in a neutral setting with our support as a launch pad for a new project

After the seminar, trainees can follow for free "beta" presentations to update their skills

We strictly respect ISO 9001:2008, ISO 10015:1999 and EduQua:2004 processes for our seminars

For dates or any other information (seminars details, prices, tailor-made seminars, consulting services, suggestions, processes, place reservation, etc.) contact: [email protected]. After you have send your request a consultant will contact you in order to schedule an appointment for an initial consultation. There may be a waiting period of several days or more during times when we receive many requests.

mailto:[email protected]


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IDTT01: Probabilities

AIM AND OBJECTIVE

The aim of this seminar is to define rigorously and clearly all fundamentals concepts used in all quantitative statistical techniques and tools. The objective will be to open the doors to bachelor level concepts and accurate trainee's data analysis skills in sales, marketing, supply chain, quality control, finance, surveys, measures, laboratories, human resource, insurance, etc. This seminar is very important to be sure that trainees will deeply understand assumptions and construction of quantitative tools. TARGET AUDIENCE

Anyone who wants to acquire a solid background in statistical thinking or people with a (E)MBA, CFA, FRM, CAIA, CII, CAPM/PMP or 6 Master Black Belt certificate who wish to refresh their knowledge and deeply understands limitations and hypothesis in further seminars. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least an undergraduate degree or global equivalent if the seminar is requested with mathematical proofs. SUGGESTED DURATION

The whole program is on 4 days (7 hours per day) without proofs (WhP) and on 5 days with proofs (WP). It can be customized on needs (available in minutes next to each module conforming to AFNOR NF X50 756) including or not an assessment test (open book exam). ORGANIZATION

The sessions occur in a classroom with computers installed and up-to-date tools, a beamer and a flipchart/whiteboard or blackboard. Cellphones and mails are forbidden during the seminar. ATTENDEES

Maximum 50/Minimum 1 CERTIFICATION

An e-Certificate with a supplement will be awarded to each participant who has successfully attended at least 80% of the seminar and pass the exam.

PEDAGOGICAL METHOD

You will learn from relevant case studies, open sessions to discuss your issues, group or individual computer based exercises, videos and simulations and paper readings. This instructor-led seminar is based on business case exercises related to the attendees' professional needs and ~95% is practical when asked without mathematical proofs, otherwise the practical part is ~66%. The attendees may bring (recommended) their professional data and issues to work on. TRAINER(S)

1-2 BMD physicists or mathematicians TOOLS

MS Office Excel, Open Calc, Minitab, MSBNX, Tanagra, SPSS, R or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK

Applied Mathematics ISBN: 978-2-8399-0932-7 (PDF) This complete and detailed book frees participants from the distracting task of note taking. AVAILABLE SEMINAR LANGUAGES

Material and discussion language can be in French, English or German depending on the audience. CONTACT

[email protected] FUNCTIONAL LEVEL

Business Analyst, Financial Analyst, Engineer, Project Manager/Analyst, Laboratory Assistant, Team Leader, Dpt. Leader, Quality Manager/Analyst, CEO, CFO, Human Resource Manager, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL

Bachelor (Level 3/6)/Evaluations (Level 6/6) EXAM / TEST

A four hour test is strongly recommended before and after the seminar to assess trainee's knowledge and performance. PRICE / DATES

For estimate prices refer to page 45 Dates on demand

Keywords: probabilities, bayesian, permutations, combination, seminar, course, training

Scientific Evolution Sàrl – Quant. Learning & Performance Center for High-Potentials

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Detailed seminar program

Goal Description ~Duration [min.]

01 Introduction 30

02 Tools and implementation 10

03 About the rigor level 10

04 Statistical thinking 20

05 Axiom of probabilities 30

06 Conditional (Bayesian) prior & posterior discrete probabilities WP 145/WhP 60

07 Conditional (Bayesian) prior continuous probabilities

(conjugate bayesian prior Normal and Binomial distribution)

WP 80/WhP 30

08 Conditional mean based on Pareto distribution (Analytical & Monte Carlo) WP 160/WhP 60

09 Bayesian network WP 90/WhP 60

10 Likelihood and left, right, interval censored likelihood WP 120/WhP 80

11 Markov chains WP 120/WhP 90

12 Permutations without repetitions WP 30/WhP 20

13 Permutations with repetitions WP 30/WhP 20

14 Arrangements with repetitions WP 30/WhP 20

15 Arrangements without repetitions WP 60/WhP 20

16 Combinations without repetitions 15

17 Combinations with repetitions WP 40/WhP 20

18 Probability generating function WP 70/WhP20

19 Seminar conclusion and feedback 30

20 Open Book Exam (on demand only) 240

Good to know: This seminar will help you to understand important models used in insurance and credit risk (like the Cox

Proportional Hazard, Kaplan-Meier models, Credit Suisse First Boston CreditRisk+) and how some Internet search and

translation engines work and how the biggest worldwide supermarkets analyze customer behaviors with Markov chains. But

above all you will see and study typical errors of reasoning occurring in business and industrial practice. Depending on the

country and university or engineering school, this seminar outline corresponds to an undergraduate or Bachelor level.


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IDTT02: Descriptive statistics

AIM AND OBJECTIVE

The aim of this seminar is to study rigorously and clearly all fundamentals and highly critical concepts used in all quantitative statistical bachelor level and further techniques and tools. The objective is to be able to understand how to apply and the advantages of using graduate statistical level tools in daily basis business. TARGET AUDIENCE

Anyone who wants to acquire a solid background in statistical thinking or people with a (E)MBA, CFA, FRM, CAIA, CII, CAPM/PMP or 6 Master Black certificate who wants to go much more deeper in statistics or refresh their knowledge. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least an undergraduate degree or global equivalent to the content of IDTT01 if the seminar is requested with mathematical proofs. SUGGESTED DURATION


The sessions occur in a classroom with computers installed and up-to-date, a beamer and a flipchart/whiteboard or blackboard. Cellphones and mails are forbidden during the seminar. ATTENDEES



PEDAGOGICAL METHOD



MS Office Excel, Open Calc, Minitab, Tanagra, SPSS, R or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK








Keywords: indicators, average, standard deviation, percentiles, survey analysis, seminar, course, training





01 Introduction 30

02 Purpose and limitations of statistics (statistical thinking) 30



05 About ISO standards for statistics 15

06 How to communicate statistics 10

07 Population and sample 20

08 Class interval and Laplace smoothing 15

09 Measure (punctual) of location and dispersion 45

10 Arithmetic average (mean) 15

11 Geometric average (mean) 20

12 Moving and pondered average (weighted arithmetic mean) 25

13 Percentiles (median, quartile, etc.) and their use for outliers detection in the

case of skewed or non-skewed distributions

WP 75/WhP 25

14 Mode(s) vs Median vs Average 5

15 Box and Whisker plots 25

16 Standard Deviation/Variance (Pearson Stdev) and semi-Variance 20

17 Average and Standard deviation properties WP 70/WhP 25

18 Huyghens relation WP 10/WhP 5

19 Average of the absolute deviation 10

20 Standard error (of the mean) WP 30/WhP 10

21 Coefficient of variation 5

22 Finite population correction factor (fpc) WP 60/WhP 10

23 Covariance WP 25/WhP 15

24 Covariance matrix and nearest correlation matrix problem WP 15/WhP 20

25 Correlation coefficient (Pearson) and partial correlation WP 50/WhP 20

26 Outliers analysis WP 70/WhP 15

27 Diversity index WP 90/WhP 15

28 Discrete and continuous mean and standard deviation WP 15/WhP 10

29 Distribution and density function definition 20

30 Density plot and class interval (Sturges rule) WP 40/WhP 20

31 Empirical distribution function (EDF) and fundamental postulate 15

32 Discrete and continuous uniform distribution WP 40/WhP 20

33 Triangular distribution (three-point estimates) WP 40/WhP 20

34 Bernoulli distribution WP 35/WhP 20

35 Geometric distribution WP 30/WhP 20

36 Binomial distribution WP 30/WhP 20

37 Negative binomial distribution WP 50/WhP 20

38 Hypergeometric distribution WP 60/WhP 20

39 Poisson distribution WP 50/WhP 20




40 Gauss-Laplace/Normal distribution WP 90/WhP 20

41 Henry and Q-Q plot 40

42 Stability of a distribution WP 60/WhP 15

43 Bivariate Normal Distribution WP 40/WhP 15

44 Log-normal distribution WP 60/WhP 20

45 Weibull distribution WP 50/WhP 20

46 Type I Pareto distribution (fractal nature) WP 70/WhP 20

47 Exponential distribution WP 60/WhP 20

48 Cauchy distribution WP 50/WhP 20

49 Beta distribution & Beta distribution of the first kind (two-points estimate) WP 110/WhP 20

50 Gamma distribution (with Erlang connection) WP 70/WhP 20

51 Chi-two (Pearson) distribution 20

52 Student distribution WP 90/WhP 20

53 Fisher-Snedecor distribution WP 60/WhP 20

54 Benford distribution WP 40/WhP 20

55 Population and sample Skewness and Kurtosis (shape parameters) WP 50/WhP 10

56 Heavy-tailed, fat-tailed and thin-tailed distribution WP 20/WhP 10

57 Markov's inequality WP 25/WhP 15

58 Bienaymé-Tchebychev's inequality WP 25/WhP 15

59 Central limit theorem WP 420/WhP 15

60 Normal approximations WP 60/WhP 15

61 Biased and non biased location and dispersion measures WP 180/WhP 30

62 Variance estimation for sample quantiles WP 40/WhP 10

63 Propagation of simple absolute and relative errors WP 40/WhP 20



Good to know: This seminar is very useful to understand how to analyze and use important theoretical models in advanced

finance, engineering, quality control and to avoid some typical errors of analysis in complex business simulations. Depending

on the country and university or engineering school, this seminar outline corresponds to a Bachelor or Master level.


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IDTT03: Parametric inferential statistics (hypothesis testing)

AIM AND OBJECTIVE

The aim of this seminar is to understand: when and how parametric hypothesis testing is used, the general concept of comparing a test statistic vs. an acceptable risk value, the role the p-value takes in the decision process, how parametric hypothesis testing relates to practical problems and solutions, how and risks relate to hypothesis testing. The objective is to be able to understand how and when to apply the power of hypothesis testing on a daily business basis. TARGET AUDIENCE

Anyone who wants to learn how to apply fundamentals of parametric test hypothesis from scratch or people with a (E)MBA, CFA, FRM, CAIA, CII, CAPM/PMP or 6 Master Black certificate who wants to go much more deeper in statistics or refresh their knowledge. PREREQUISITES / ADMISSION CRITERIA






PEDAGOGICAL METHOD



MS Office Excel, Open Calc, Minitab, Tanagra, SPSS, R, Oracle or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK








Keywords: statistics, test hypothesis, confidence interval, adjustment test, survey analysis, seminar, course, training


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 About ISO standards for statistics (ISO 10017:2003, ISO 3534:2006, ...) 15 05 Importance of NHST models assumptions 10 06 Some words on statistical tests types

(Distribution/Adequation tests, Location tests, Dispersion test, Correlation tests, Concordance tests, Interaction tests, Equivalence tests, univariate or multivariate tests)

30

07 Confidence interval vs Tolerance Interval vs Prediction Interval 10 08 p-value + large sample size issues and fallacies related to test power 10 09 One sided or two sided test 15 10 Null and alternative hypothesis 20 11 Type I (false positive)/Type II (false negative) (with Monte Carlo examples) 45 12 Power of a test ("a priori" and "observed power") 30 13 Hypothesis tests for the mean with known variance (Z test) and power test WP 40/WhP 25 14 Hypothesis tests for the mean with unknown variance (t test) and power test WP 40/WhP 25 15 Population size for mean confidence interval (power test @ 50%) 5 16 Hypothesis test for the difference of means with known/unknown variance WP 50/WhP 30 17 Hypothesis test for the difference for the ratio of two means (Fieller Theorem) WP 60/WhP 10 18 Hypothesis test for the standard deviation with known/unknown mean

(chi-square variance test) WP 100/WhP 40

19 Effect sizes and equivalence tests (TOST test) WP 30/WhP 10 20 Poisson hypothesis tests for rare events (Poisson's test) WP 120/WhP 30 21 Binomial exact test WP 25/WhP 15 22 Hypothesis tests for a proportion/frequency (p-test) WP 35/WhP 15 23 Population size for proportion (power for p-test) WP 20/WhP 10 24 Test of equality of two proportions (two samples p-test) WP 25/WhP 15 25 Sign (median) test WP 30/WhP 15 26 Non-parametric bootstrapping inference technique 40 27 Chi-squared test for goodness of fit WP 55/WhP 15 28 Chi-squared test for independence (Pearson's independence test) WP 40/WhP 15 29 Likelihood ratio test WP 40/WhP 10 30 Fisher's exact test WP 50/WhP 15 31 McNemar's test WP 50/WhP 25 32 Fisher's test for equality of variances WP 40/WhP 15 33 Independent homoscedastic/heteroscedastic two sample t-test (+Welch's t test) WP 50/WhP 30 34 Paired t-test WP 40/Whp 15 35 Balanced one-way fixed factor ANOVA (CBD: Complete Block Design) WP 120/WhP 30 36 Interactions and variance within/between 40 37 Balanced two-way fixed factor ANOVA with replication (Randomized CBD) WP 90/WhP 30


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38 Balanced fixed factor multifactorial ANOVA 20 39 Tukey's and SNK ANOVA post-hoc test (honestly significant difference test) WP 90/WhP 15 40 Shapiro-Wilk Normality test (Ryan-Joiner approach) WP 50/WhP 15 41 Dixon's Q-test & Grubb's test outliers detection (Monte Carlo) 40 42 Cochran-C test for variance outliers detection WP 35/WhP 15 43 Test for periodicity (statistical description of Fourier coefficients) WP 390/WhP 30 44 Seminar conclusion and feedback 30 45 Open Book Exam (on demand only) 240

Good to know: Some thirty years ago, it was only necessary to know about a dozen statistical tests in order to be a practicing business analyst or R&D engineer. In recent years the number of tests has grown tremendously and, while modern books and softwares carry the more common tests, it is often quite difficult for the end-user (manager, engineer) to know the assumptions and interpretation practices of existing advanced statistical parametric tests. Depending on the country and university or engineering school, this seminar outline corresponds to a undergraduate or Bachelor level


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IDTT04: Non-parametric statistics

AIM AND OBJECTIVE

The aim of this seminar is to understand non-parametric statistics where no assumption is made about the probability distribution of the population under study. While most sample tests assume that the parent population of the sample data is normally distributed, the statistical methods of nonparametric statistics are valid for any probability distribution that the population may have. The objective is to be able to understand how and when to apply the power of bachelor level non parametric statistics and non parametric hypothesis testing on a daily business basis in comparison with parametric techniques. TARGET AUDIENCE

Anyone who wants to learn how to apply fundamentals of non parametric statistics hypothesis from scratch or people with a (E)MBA, CFA, CAPM/PMP or 6 Master Black Belt certificate who wants to go much more deeper in statistics. PREREQUISITES / ADMISSION CRITERIA






PEDAGOGICAL METHOD



MS Office Excel, Open Calc, Minitab, Tanagra, SPSS, R, Oracle or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK





Master (Level 4/6)/Evaluations (Level 6/6) EXAM / TEST



Keywords: non-parametric statistics, non-parametric test hypothesis, non-parametric adjustment test, survey analysis





01 Introduction 30



04 About ISO standards for statistics (ISO 10017:2003, ISO 3534:2006, ...) 15

05 Parametric vs Non-parametric (distribution-free) statistics 15

06 Fundamentals of robust statistics moments (L-estimators, M-estimators) 30

07 Spearman's rho correlation coefficient WP 75/WhP 20

08 Exact/Approximate Wilcoxon sum rank test for two independent equal size

samples

WP 140/WhP 20

09 Exact/Approximate Mann-Withney U sum rank test for two independent non

equal size samples

WP 90/WhP 25

10 Wilcoxon signed rank test for one sample WP 40/WhP 20

11 Wilcoxon signed rank test for comparing paired samples WP 30/WhP 20

12 Mood's test WP 40/WhP 15

13 Wald–Wolfowitz runs test WP 120/WhP 10

14 One/Two sample Kolmogorov-Smirnov goodness of fit test (Lilliefors

approach)

WP 75/WhP 25

15 Anderson-Darling goodness of fit test WP 85/WhP 25

16 Kernel density estimation (KDE) vs Histogram WP 80/WhP 20

17 Bonferroni correction for multiple tests WP 30/WhP 10

18 Levene's test or Brown-Forsythe test for equality (homogeneity) of variances 60

19 Kruskal-Wallis ANOVA post-hoc test WP 60/WhP 15

20 Friedman test (Friedman's ANOVA by ranks) WP 70/WhP 15

21 Extreme value theory (Hartley Constant) WP 50/WhP 15

22 Factorial correspondence analysis 50

23 Simple non-parametric principal component analysis (PCA) WP 150/WhP 25



Good to know: Non-parametric statistic is a must have for complex analysis where the data are not necessarily Normal

distributed or symmetric. Depending on the country and university or engineering school, this seminar outline corresponds to a

Master or PhD level in finance, social or medical sciences.


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IDTT05: Quantitative Forecasting and Time series analysis

AIM AND OBJECTIVE

The aim of this seminar is to enhance the understanding of business forecasting from an applied perspective and how forecasts are actually developed and utilized at bachelor level, emphasizing modern statistical methods and quantitative forecasting techniques. Specific applications to business include forecasting sales, production, inventory, macroeconomic factors such as interest rates and exchange rates, and other aspects of both short- and long-term business planning. TARGET AUDIENCE

Anyone who wants to learn how to apply fundamentals of forecasting bachelor level techniques from scratch or people with a (E)MBA, CFA, CAPM/PMP or 6 Master Black Belt certificate who wants to go much more in business behavior simulation. PREREQUISITES / ADMISSION CRITERIA






PEDAGOGICAL METHOD



MS Office Excel, Open Calc, Minitab, SPSS, R or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Financial Analyst, Financial Reporting Officer, Engineer, Project Manager/Analyst, Team Leader, Dpt. Leader, Quality Manager/Analyst, Marketing Manager, CEO, CFO, Human Resource Manager, Engineer, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: time series, regression, gml, logistic, exponential smoothing, moving average, fourier transform





01 Introduction 30



04 Definition of common errors indicators in deterministic time series analysis 20

05 Time series composition/decomposition (trend, seasonality, cyclicity, noise) 60

06 Autocorrelation coefficient WP 25/WhP 10

07 Deterministic vs Stochastic models 20

08 Simple moving average WP 20/WhP 15

09 Weighted moving average WP 20/WhP 15

10 Linear regression model with a single regressor (least squares method) WP 40/WhP 15

11 The Durbin-Watson NHST test for autocorrelation detection WP 30/WhP 10

12 Forward, Backward, Best subset (hierarchical) linear regression 30

13 Linear regression model with a single regressor forced to the origin (OLS) WP 20/WhP 10

14 Some words on using regression models with Z-scores or centered variables 30

15 Linear regression model with a single regressor (Gaussian approach) WP 280/WhP 45

16 Pearson correlation coefficient confidence interval and hypothesis test WP 65/WhP 20

17 Linear regression model with multiple regressors (ordinary least squares) WP 120/WhP 25

18 Outlier vs influential points in regression and leverage score 30

19 ANOVA for simple and multiple linear regression WP 80/WhP 20

20 Multicollinearity analysis with Variance Inflation Factor (VIF) WP 90/WhP 20

21 Linear regression with binary or dummy variables w/without interactions 30

22 Heuristic linear regression model with seasonal adjustment 40

23 Non-linear regression by linearization or Taylor series expansion WP 260/WhP 80

24 Polynomial regression WP 40/WhP 20

25 Nonlinear regression (Gauss-Newton) WP 150/WhP 20

26 Binary logistic regression with Score and also Lift/ROC Curves WP 70/WhP 25

27 Non censored least absolute deviation quantile regression WP 30/WhP 10

28 Generalized Linear Model: Normal Gaussian WP 60/WhP 20

29 Generalized Linear Model: Poisson WP 50/WhP 20

30 Generalized Linear Model: Binomial WP 50/WhP 20

31 Generalized Linear Model: Negative Binomial NB-2/NB-C WP 80/WhP 20

32 Generalized Linear Model: Gamma WP 50/WhP 20

33 Measures of forecast accuracy 30

34 Exponential moving average (EWMA) ARIMA(0,1,1) WP 40/WhP 25

35 Brown's double exponential smoothing (BDES) WP 70/WhP 25

36 Holt's double exponential smoothing ARIMA(0,2,2) (additive model) WP 60/WhP 25

37 Holt's and Winter triple exponential smoothing (multiplicative model) WP 40/WhP 25

38 Univariate seasonal additive ARIMA: SARIMA WP 40/WhP 10




39 Simulate univariate Brownian motions (AR(1) or ARIMA(1,0,0)) 10

40 Univariate ARCH-GARCH process WP 100/WhP 30

41 Fast Fourier transform for spectral analysis WP 330/WhP 35

42 Recurrent one-layer neural networks WP 150/WhP 40

43 Use ex post forecast performance for back testing 10

44 Analyze forecast errors based on control charts 10



Good to know: Even if forecasting technics are subject to numerous conflicts in scientific papers most C.E.O and C.F.O. of

Fortune 500 companies request their business managers to provide advanced statistical forecasts of the main corporate K.P.I.

Forecasting technics are also used a lot in quantitative finance for pricing and hedging. For these reasons this seminar provides

the basics that every advanced business manager, financial analyst or risk consultant has to know in the 21st century.

Depending on the country and university or engineering school, this seminar outline corresponds to a Master or PhD level in

finance or supply chain.


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IDTT06: Quantitative Quality control (industrial statistics)

AIM AND OBJECTIVE

Many companies fail in quality management practices because of missing quant skills. The aim of this seminar is to understand how quantitative quality control techniques can help organizations to meet quality requirements, improve processes and solve or anticipate performance problems. The objective is to learn common bachelor level operational techniques and tools needed to verify requirements of quality. TARGET AUDIENCE

Quality management seminars attract a diverse audience, including quality control analysts (certified quality engineer or not), industrial production managers, lean engineers and operations research analysts. Other potential attendees include production engineers and product quality auditors or anyone with an intellectual curiosity for quality management. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least an undergraduate degree or global equivalent to the content of IDTT03+IDTT04 if the seminar is requested with mathematical proofs. SUGGESTED DURATION





PEDAGOGICAL METHOD



MS Office Excel, Open Calc, Minitab, SPSS, R or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Engineer, Project Manager/Analyst, Laboratory Assistant, Team Leader, Dpt. Leader, Quality Manager/Analyst, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: gage r&r, capability, acceptance sampling, control charts, average run length, operating curve, upper control limit, lower control limit, seminar, course, training


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01 Introduction 30 02 About cost of quality 10 03 About the rigor level 10 04 About ISO standards for statistics (ISO 17025:2005, ISO 10017:2003, ...) 15 05 Tools and implementation 10 06 Statistical thinking 20 07 How to communicate statistics 10 08 Defects per unit opportunity (DPO) 10 09 Defects per million opportunities (DPMO) 10 10 Rolled troughput yield with hypergeometric, Poisson and normal distributions WP 30/WhP 15 11 Upper and Lower specification limits (USL/LSL) 10 12 Capability analysis under Gaussian distribution assumption (Cpk, Ppk, etc.) 15 13 Gauge capabilities (Cg, Cgk) 15 14 Short (instantaneous) vs Long (global) dispersion 20 15 Short term process capability and short term deviation 5 16 Long term process capability and short term deviation 5 17 Process target 10 18 Process capability index (within) and position bias WP 15/WhP 10 19 Upper and lower capability index (CPU/LPU) WP 20/WhP 5 20 Short term non centered capability WP 20/WhP 5 21 Defect Metrics PPM WP 35/WhP 20 22 Six Sigma quality level WP 60/WhP 40 23 Gage linearity and biased study (repeatability & reliability) WP 50/WhP 30 24 Gage R&R study (crossed) for continuous variables WP 70/WhP 40 25 Cronbach's alpha reliability WP 20/WhP 40 26 Orthogonal/Deming regression WP 60/WhP 20 27 Attribute gage study (analytical method) 50 28 Cohen's Kappa 40 29 Taguchi loss of quality function with target criteria WP 40/WhP 25 30 Control charts presentations 20 31 Control chart vs Run chart 5 32 Shewhart and WECO Rule 15 33 About USL/LSL, UCL/LCL, CL/T, ARL (type I error) and OC (type II error) 30 34 Identify thanks to ARL suspicious over quality indicators 15 35 Attribute control charts P/NP+Laney P WP 100/WhP 35 36 Attribute control charts C/U+Laney U WP 60/WhP 40 37 Variable control chart for individual values with specified limits 20 38 Variable control chart for individual values with mean and short standard dev. 20 39 Variable control chart with means and standard error WP 40/WhP 20 40 Variable control charts Sbar-S/Xbar-S WP 115/WhP 65


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41 Variable control charts Rbar-R/Xbar-R WP 90/WhP 30 42 Autocorrelated control charts I-MR X-bar (MR-(2) control chart) WP 70/WhP 30

43 Autocorrelated control charts I-MR MR WP 70/WhP 30

44 Autocorrelated control charts MA WP 50/WhP 30 45 Autocorrelated control charts CUSUM with V-Mask (Page-Hinkley charts) WP 70/WhP 30 46 Autocorrelated control charts Xbar-EWMA-R/Xbar-MA-EWMA WP 130/WhP 60 47 Frequency control charts FP WP 90/WhP 40 48 Frequency control charts G (rare events) WP 90/WhP 30 49 Frequency control charts T (rare events) WP 90/WhP 30

50 T2 Hotelling multivariate control chart (chi-2 approach) WP 120/WhP 30

51 Efficiency curve (operating characteristic curve) for X-bar and P control charts

20

52 Statistical sampling 20 53 Simple, double or sequential acceptance sampling 15 54 Provider and customer risk or acceptance quality level (AQL) 20 55 Acceptance sampling by measure for a single tolerance with known variance WP 80/WhP 20 56 Parameters calculation based on AF-X06-023 20 57 Acceptance sampling by attribute based on hypergeometric and binomial distr. WP 130/WhP 40 58 Parameters calculation based on ISO 2859-1 20 59 Efficiency curve (operating characteristic curve) for sampling 20 60 Seminar conclusion and feedback 30 61 Open Book Exam (on demand only) 240

Good to know: The techniques that are studied in this seminar are especially useful if you are responsible in R&D for very complicated machines whose failures are a risk for people life as for the company reputation (the N.A.S.A. and U.S. army use these techniques!) or in the production on hundred of millions of devices who require a high level of reliability. Depending on the country and university or engineering school this seminar outline corresponds to a Master or PhD level in engineering.


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IDTT07: Quantitative Finance

AIM AND OBJECTIVE

You need to stay on top of economic and financial tools and integrate them into you day-to-day operations? Choose among financial alternatives for a large investment project and deal with the risks facing your company? In this seminar we will examine the most useful financial bachelor level concepts and review best-practice use of classical finance techniques. TARGET AUDIENCE

This program is suitable for people in Investment banking, Project management, Business planning & strategy, Private equity funds or commercial banking. It is also ideal for CA, CFA, FRM, CAIA, CIIA, MBA Finance and Commerce Graduates. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree and a good knowledge of linear algebra, differential calculus, advanced statistics and Fourier transform if seminar is requested with mathematical proofs. SUGGESTED DURATION





PEDAGOGICAL METHOD



MS Office Excel, Open Calc, @Risk, Tanagra, SPSS, R, MATLAB or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Financial Analyst, Financial Reporting Officer, Project Manager/Analyst, CEO, CFO, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: annuities, loans, depreciation, obligations, bonds, derivatives, value at risk, sharpe, markowitz, brownian motion


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Worldwide standards (CFA, FRM, CAIA, CIIA, Basel, RiskMetrics,

CreditRisk, ISO 10962, etc.) 20

05 Time and dates calculations (Civil, German, US, European systems) WP 50/WhP 30 06 Simple interest WP 15/WhP 10 07 Simple interest rate equival (Rate of composed interest) and discount rate WP 15/WhP 10 08 Composed interest (future value vs actualized value) WP 20/WhP 10 09 Composed interest rate equivalence

(Compound Annual Growth Rate - CAGR) WP 15/WhP 10

10 Geometric mean rate and Harmonic mean prices and rates WP 50/WhP 40 11 Effective, nominal and real interest rate WP 15/WhP 10 12 Continuous (instantaneous) interests/Period log Returns in discrete time WP 75/WhP 30 13 Post and praenumerando annuities WP 100/WhP 50 14 Indivis loan with deadline 20 15 Loan with constant payback WP 30/WhP 20 16 Indivis loan with fixed annuities WP 50/WhP 20 17 Global effective nominal rate 30 18 Cobb-Douglas model WP 50/WhP 20 19 Straight-line depreciation 20 20 Accelerated arithmetic depreciation (Sum-of-Years Digits) WP 40/WhP 20 21 Accelerated geometric depreciation (Declining Balance) WP 35/WhP 20 22 Return on investment (ROI) and Net present value (NPV) WP 40/WhP 20 23 Internal rate of return (IRR) and Modified Internal rate of return (MIRR) 45 24 eNPV, eIRR (Monte Carlo) 40 25 Pay back time 5 26 About modern portfolio theory 20 27 Principle of no arbitrage WP 30/WhP 10 28 Stock exchange tools and mechanism (ask, bid, spread, volatility, yield) 20 29 Shares, bonds, T-Bill, forwards, futures, contingent claim, options, stock-

options (definitions, yield curve, pricing, hedging, equivalences,...) WP 300/WhP 210

30 Bootstrapping and stripping a yield curve with bonds WP 50/WhP 20 31 Macauley's Duration and Modified Duration (DV01, DD, DVBP/PVBP, D*) WP 50/WhP 20 32 Durand's and Gordon-Shapiro's models (one stage DDM firm pricing) WP 50/WhP 20 33 Bonds loan with constant or non-constant rates and periods WP 40/WhP 20 34 Money weighted rate of return (MWRR) and Hardy's Formula WP 50/WhP 30 35 Time weighted rate of return (TWRR) 20 36 Markowitz efficient set portfolio diversification and frontier model

(Global Minimum Variance Portfolio (GMVP), Tangent Portfolio (TP) and Equally-weighted risk contribution Portofolio (1/N))

WP 180/WhP 120

37 Sharpe efficient set portfolio diversification model WP 180/WhP 120


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38 Beta and alpha of a portfolio and portfolio risk alteration WP 40/WhP 20 39 Sharpe ratio (SR), Diversification ratio (DR), Tracking error (TE) and

corresponding optimized portfolios WP 110/WhP 60

40 Capital asset pricing model (CAPM) 20

41 Capital market line (CML) WP 150/WhP 30

42 Security market line (SML) WP 80/WhP 20

43 Portfolio covariance and correlation analysis 30 44 Treynor-Black active portfolio management model WP 70/WhP 20 45 Brynson portfolio performance model analysis 40 46 Bachelier stochastic process model (basics of walk theory) WP 120/WhP 20 47 Wiener process and geometric Brownian motion WP 90/WhP 30 48 Brownian bridge WP 50/WhP 30 49 Fundamental option pricing equation 40 50 Itō drift-diffusion processes and Itō–Doeblin theorem with geometric Brownian WP 160/WhP 40 51 Option (Calls and Puts) pricing following Black & Scholes model introduction 20 52 Call-Put parity equation WP 35/WhP 25 53 Black & Scholes option pricing equation for non-dividend-paying or paying-

dividend underlying asset WP 230/WhP 50

54 The "Greeks" for non-dividend-paying underlying asset WP 40/WhP 20 55 Fokker-Planck equation (Kolmogorov Forward) WP 60/WhP 15 56 Implied volatility vs Local volatility (Dupire model) vs Observed volatility WP 70/WhP 15 57 Parametric and non-parametric scaling or GARCH Value at Risk 30 58 Relative Value at Risk with or without Basel multiplier (BT inequality) WP 60/WhP 20 59 Bond based modified duration Value at Risk (delta VaR + delta gamma VaR) WP 20/WhP 5 60 Absolute Value at Risk WP 40/WhP 20 61 Historical Value at Risk 10 62 Variance-Covariance Value at Risk 15 63 Operational Value at Risk 20 64 Credit Value at Risk 10 65 Standard & Poor's Credit Risk and Moody's VaR Equity Coverage table applications WP 40/WhP 20 66 Expected conditional Value at Risk shortfall for Gaussian loss distribution WP 40/WhP 10 67 Portfolio marginal Value at Risk WP 30/WhP 10 68 Non-parametric and parametric bootstrapping inference technique 40 69 Using bivariate Gaussian Copulas with or without Non-Gaussian Margins WP 170/WhP 80 70 Sensitivity analysis and tornado charts 40 71 Seminar conclusion and feedback 30 72 Open Book Exam (on demand only) 240

Good to know: This seminar is especially interesting for people that want to understand the basics of how financial institutions use theoretical models to build financial instruments that are supposed to cover risk investments or that are used to assess their institution conforming to governmental financial risk standards (reserve requirements). You won't see in this training non-mathematical investment strategies (or hard to formalized strategies). We will thus mainly focus on pricing, volatility, hedging and investment strategies. Depending on the country and university or engineering school this seminar outline corresponds to a Master or PhD level in Finance.


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IDTT08: Quantitative Decisioneering

AIM AND OBJECTIVE

The aim of this seminar is to be able to apply break-even analysis, using both the graphic and algebraic approaches, to evaluate new products, services and decision alternatives using bachelor level heuristic based techniques. The objective is to provide advice and guidance in analyzing information and risks and to explain how choice-engineering can facilitate decision-making and encourage everyone to follow the right procedures and work collaboratively. TARGET AUDIENCE

Analysts and business decision makers seeking competency in the area of quantitative management decisioneering. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree and an excellent knowledge of differential calculus and statistics (IDTT01+02) if seminar is requested with mathematical proofs. SUGGESTED DURATION

The whole program is on 4 days (7 hours per day) with or without proofs. It can be customized on needs (available in minutes next to each module conforming to AFNOR NF X50 756) including or not an assessment test (open book exam). ORGANIZATION




PEDAGOGICAL METHOD

You will learn from relevant case studies, open sessions to discuss your issues, group or individual computer based exercises, videos and simulations and paper readings. This instructor-led seminar is based on business case exercises related to the attendees' professional needs and ~95% is practical. The attendees may bring (recommended) their professional data and issues to work on. TRAINER(S)


MS Office Excel, Open Calc, @Risk, TreeAge, any other decision tool like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Financial Analyst, Engineer, Project Manager/Analyst, Marketing Manager, Team Leader, Dpt. Leader, CEO, CFO, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: what-if, break-even, nash, pareto, cournot, laplace, markov, decision trees, seminar, course, training





01 Introduction 30



04 About ISO decisioneering standards (ISO 31000:2009) 15

05 The role of models and sources of error in human decision making 10

06 Deterministic what-if analysis 25

07 Condorcet's paradox in voting systems 20

08 Deterministic break-even analysis 25

09 Stochastic what-if analysis 60

10 Stochastic break-even analysis 30

11 Sensitivity analysis 30

12 Simple and multiple Analytical Hierarchical Process (AHP) WP 120/WhP 40

13 Game theory vs Decision theory 10

14 Coordination game in extensive (tree) and matrix (normal) form 40

15 Decision in extensive (tree) deterministic form with Bayes probabilities 20

16 With or without (perfect or non-perfect) information decisions (EMV) 50

17 Cooperative vs Non-cooperative situations 10

18 Security level prudent tactic 10

19 Zero-sum (strictly competitive) and non-zero-sum (non-competitive) situations 20

20 Situations with Nash equilibrium and Pareto-optimum 20

21 Decision in extensive (tree) stochastic form 60

22 Maximin criterion and minimax (Wald) regret criterion 20

23 Hurwitz and Laplace criteria 50

24 Evolutionary stable strategies (Hawk-Dove game) 20

25 Basics of Cournot equilibrium 30

26 Markov chain behavior modeling WP 120/WhP 90

27 Gage R&R (repeatability & reliability) analysis WP 70/WhP 40

28 Cohen's Kappa 40



Good to know: This seminar is especially interesting for people that want to deeply understand the various tools discusses in

the ISO 31000 Risk management norm and also other risk/assessment tools that are used a lot in R&D departments. Depending

on the country and university or engineering school this seminar outline corresponds to a Bachelor Master level in

management studies.


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IDTT09: Quantitative Data analysis (data mining)

AIM AND OBJECTIVE

The aim of this seminar is to provide a gentle introduction to data mining (aka: machine learning/advanced business intelligence or even Big Data analysis) for professionals who need to analyze data themselves, interpret results obtained using data mining techniques, or give guidance to data analysts. The goal is to introduce the basic principles, techniques and methodologies of data mining and provides the attendees with an overview of the bachelor level data mining techniques.

TARGET AUDIENCE

The target audience of this seminar consists of professionals (business analysts or opportunity analysts) who experience a need for a better understanding of data mining: what tasks can be solved, what techniques can be used, what are their strengths and weaknesses.

PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science or global equivalent to the content of IDTT01+IDTT02 if the seminar is requested with mathematical proofs.

SUGGESTED DURATION

The whole program is on 4 days (7 hours per day) without proofs (WhP) and on 6 days with proofs (WP). It can be customized on needs (available in minutes next to each module conforming to AFNOR NF X50 756) including or not an assessment test (open book exam).

ORGANIZATION

The sessions occur in a classroom with computers installed and up-to-date, a beamer and a flipchart/whiteboard or blackboard. Cellphones and mails are forbidden during the seminar.

ATTENDEES

Maximum 50/Minimum 1

CERTIFICATION


PEDAGOGICAL METHOD

You will learn from relevant case studies, open sessions to discuss your issues, group or individual computer based exercises, videos and simulations and paper readings.

This instructor-led seminar is based on business case exercises related to the attendees' professional needs and ~95% is practical when asked without mathematical proofs, otherwise the practical part is ~40%. The attendees may bring (recommended) their professional data and issues to work on.

TRAINER(S)

1-2 BMD physicists or mathematicians

TOOLS

Tanagra, RapidMiner, R, MATLAB and Minitab data mining softwares will be used for the seminar. Laptops or computers with VirtualPC or VMware player are strongly recommended.

BOOK

Applied Mathematics ISBN: 978-2-8399-0932-7 (PDF) This complete and detailed book frees participants from the distracting task of note taking.

AVAILABLE SEMINAR LANGUAGES

Material and discussion language can be in French, English or German depending on the audience.

CONTACT

[email protected]

FUNCTIONAL LEVEL

Business Analyst, Financial Analyst, Marketing Manager, Students, etc.

DIFFICULTY / BLOOM'S TAXONOMY LEVEL

Bachelor (Level 3/6)/Evaluations (Level 6/6)

EXAM / TEST

A four hour test is strongly recommended before and after the seminar to assess trainee's knowledge and performance.

PRICE / DATES


Keywords: data mining, clustering, exploration, correlation, statistics, seminar, course, training





01 Introduction 30



04 Importance of big data analysis 15

05 Data Mining vs Machine Learning and Supervised vs Unsupervised learning 20

06 Text mining basics 40

07 One rule Clustering WP 30/WhP 10

08 Univariate Tree Clustering (CART) WP 30/WhP 10

09 Dendrogram Clustering WP 35/WhP 15

10 Affinity Analysis (AA) 40

11 K-Means Clustering WP 65/WhP 20

12 K Nearest Neighbors (K-NN) with Minkowski, Euclidean, Manhattan (city-

block), correlation, khi-2 or HEOM distance

WP 35/WhP 20

13 Iterative Dichotomiser Clustering (ID3) WP 75/WhP 10

14 Hierarchical Ascendant Clustering (HAC) WP 40/WhP 10

15 HAC bagging (+bootstrap aggregating) 20

16 Similarity analysis based on Multidimensional Scaling (MDS) WP 70/WhP 40

17 Prior Naive Bayes Classifier WP 30/WhP 10

18 Bayes Networks for prior Clustering WP 90/WhP 60

19 Cross-Validation 30

20 Linear Discriminant Analysis using "Fisher Discriminant" (posterior

likelihood method) or eigenvector projection method

WP 170/WhP 50

21 Z-score regression 30

22 Binary logistic regression with confusion matrix, score, Lift/ROC Curve WP 70/WhP 25

23 Odds Ratio (OR)/Relative Risk (RR) + OR and RR confidence interval WP 110/WhP 30

24 Principal component analysis (PCA) WP 150/WhP 25

25 Principal Factor analysis without rotation (PFA) WP 60/WhP 15

26 PFC with VariMax and OrthoMax gamma rotation 15

27 (Factorial) Correspondence analysis (FCA/COA) WP 90/WhP 20

28 Multiple (Factorial) Correspondence analysis (MFCA/MCOA) WP 90/WhP 20



Good to know: This seminar will especially be interesting for people working at high level in marketing departments or for

analysts working in the domain of social sciences. People working also as community managers could be interested to the

topics to better focus their communications and get a higher effective lift. Depending on the country and university or

engineering school this seminar outline corresponds to a Master or PhD level in scientific data analysis.


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IDTT10: Quantitative Failure Modes and Effects Analysis (FMEA)

AIM AND OBJECTIVE

The aim of this seminar is to provide the attendees the critical and powerful tools to quantify the quality, reliability, failure indicators of designed products and internal process, conforming to legal obligations, standards and customers communication respect (risk engineering). TARGET AUDIENCE

This class is designed for those individuals who work on various aspects of product development and manufacturing and who already certified reliability engineer (CRE) or not. It is assumed they come from many different backgrounds, disciplines, education levels and work on a variety of products and processes areas across many departments of a company. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science if seminar is requested with mathematical proofs. SUGGESTED DURATION





PEDAGOGICAL METHOD



MS Office Excel/Visio, Open Calc, @Risk, Maple or any other tool like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Engineer, Project Manager/Analyst, Laboratory Assistant, Students, Quality Manager/Analyst, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: fmea, failure, reliability, pareto, kaplan-meier, mtbf, mup, mdt, fault tree, seminar, training


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Worldwide quality norms and standards 15 05 Failure rate by time interval (hazard ratio) 15 06 Discrete failure and reliability density and distribution functions 30 07 Instantaneous failure and reliability density and distribution functions WP 40/WhP 20 08 Definition and calculation of FMEA indicators (TBM, MOTBF, MTBF, etc.) 60 09 Linear instantaneous failure rate WP 20/WhP 10 10 Exponential instantaneous failure rate and main properties WP 60/WhP 20 11 Weibull instantaneous failure rate distribution and main properties WP 110/WhP 50 12 FMEA indicators based on linear, exponential and Weibull distributions WP 70/WhP 40 13 ABC and Pareto based distribution analysis WP 120/WhP 40 14 Reliability block diagram (serial, parallel, k/n, parallel+serial, bridged) WP 80/WhP 40 15 Reliability block diagram (RBD) decomposition 30 16 Maximum likelihood reliability estimation (exponential, Weibull) 20 17 Fault tree analysis (AND/OR, Voting OR gates) 30 18 Reliability block diagram based on Monte Carlo simulation 40 19 Kaplan-Meier right censored lifetime analysis (survival analysis) WP 70/WhP 20 20 Cox proportional-hazards linear regression model for uncensored and

ungrouped/grouped data and time independent covariates WP 120/WhP 30

21 Markov chain model for predicting reliability WP 180/WhP 20 22 Exponential-Chi demonstration test Design for MTTF for accumulated test

time required WP 70/WhP 20

23 Non-Parametric Binomial reliability demonstration test design sample size WP 30/WhP 10

24 Bayesian beta-binomial reliability demonstration test design for sample size WP 70/WhP 20

25 Weibull right censored parametric reliability density function estimation WP 70/WhP 20

26 Seminar conclusion and feedback 30 27 Open Book Exam (on demand only) 240

Good to know: This seminar focus on tools and techniques used typically by aerospace, airline, medical or nuclear engineers who have to guarantee and analyze the reliability of their products and services at a high level because of life impacts or social/economic nation/worldwide catastrophes in case of failure. Depending on the country and university or engineering school this seminar outline corresponds to a Master or PhD level in reliability engineering.


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IDTT11: Quantitative Project Management (QPM)

AIM AND OBJECTIVE

Many organizations fail in project management practices because of missing quant skills. The aim of this seminar is to provide project managers who already know qualitative process oriented methodologies (PMI, IPMA, PRINCE2, ITIL, 6, EFQM, Agile, Hermes, etc.) the advanced scientific project management techniques (applied managerial statistics) and tools to simulate projects planning and costs in a in a rigorous way. TARGET AUDIENCE

This seminar is designed for professional project managers or engineers who desire to increase their project management skills and apply a scientific approach to project management. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science or global equivalent to the content of IDTT01+IDTT02 if the seminar is requested with mathematical proofs. SUGGESTED DURATION





PEDAGOGICAL METHOD



MS Office Excel, @Risk, MS Project or any other project management tool like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Business Analyst, Financial Analyst, Engineer, Project Manager/Analyst, Team Leader, Students, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: rty, pnet, what-if, estimate, monte carlo, latin hypercube, tv@r, fv@r, course, training


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Complete graph theory for first step communication optimization WP 20/WhP 10 05 Business process rolled throughput yield (RTY) WP 15/WhP 10 06 Business process topologies (serial, parallel, k/n, parallel+serial, bridged) WP 80/WhP 40 07 Gantt chart as connected valuated oriented graph 10 08 PERT chart for critical path analysis (free lag, total lag, constraint path) 20 09 Deterministic time and cost scenarios (three-point estimates) 20 10 PMI Triangular and Beta probabilistic approach for simulation WP 240/WhP 90 11 Critical Chain Method for simulation 30 12 Time/Cost project management capability analysis WP 200/WhP 20 13 Use of past projects for new projects simulation (parametric estimation) WP 120/WhP 80 14 Chi-square and Kolmogorov-Smirnov fitting WP 130/WhP 40 15 Mathematical reserve estimation 10 16 Regression modeling under statistical process control WP 360/WhP 70 17 How to communicate project time and costs estimations 60 18 Pareto/ABC analysis with/without Lorenz charts (gain charts) and Gini index WP 120/WhP 40 19 Non-parametric bootstrapping inference technique 40 20 Monte Carlo and Latin hypercube simulation 100 21 Sensitivity analysis and tornado charts 40 22 Value at risk models for time and costs (tV@R, fV@R) WP 80/WhP 40 23 Seminar conclusion and feedback 30 24 Open Book Exam (on demand only) 240

Good to know: If you work on very large projects or strategic business plans (more than a few hundred million dollars) you can't estimate costs and time execution correctly with subjective non-scientific methods. This seminar will be useful if you are interesting to apply techniques to minimize volatility and mitigate risks. The techniques presented in this seminar can be correctly applied if and only if you have are a 100% quantitative project manager position (forget this seminar if you also have various tasks that have nothing to do directly with quantitative project management). Depending on the country and university or engineering school this seminar outline corresponds to a Bachelor or Master level in project management.


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IDTT12: Quantitative Optimization techniques

AIM AND OBJECTIVE

Optimization, in general, is concerned with finding one or more optimal solutions given a problem. Many optimization problems are very difficult to solve. With this seminar you will get acquainted with the focus on underlying mathematics of optimization included in the old or new MS Excel Solver tool and Minitab Design of experiments using a selection of bachelor level methods.

TARGET AUDIENCE

This seminar is designed for anybody confronted with optimization (max/min/target) problems in complex industrial, R&D, quality, financial, planning and logistic/supply chain systems (process engineers & improvement specialist).


A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science if seminar is requested with mathematical proofs.

SUGGESTED DURATION


ORGANIZATION


ATTENDEES


CERTIFICATION


PEDAGOGICAL METHOD



TRAINER(S)


TOOLS

MS Office Excel and Minitab. Laptops or computers with VirtualPC or VMware player are strongly recommended.

BOOK




CONTACT

[email protected]

FUNCTIONAL LEVEL

Business Analyst, Financial Analyst, Engineer, Project Manager/Analyst, Team Leader, Quality Manager/Analyst, Students, etc.



EXAM / TEST


PRICE / DATES


Keywords: rty, pnet, what-if, estimate, monte carlo, latin hypercube, tv@r, fv@r, course, training


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Goal Description ~Duration [min.] 01 Introduction 30

02 Tools and implementation 10 03 About the rigor level & local vs global optimal solutions 10 04 Goal seek based on bisection method WP 40/WhP 20 05 Various well-known applications of goal seek tool 45 06 Problem of infinite solutions with the goal seek tool 20 07 Linear optimization method based on simplex algorithm (LP) WP 135/WhP

15 08 Various well-know applications of LP with or without constraints 180 09 Problem of infinite solutions with LP (assuming linear model) 25 10 Reminder about Taylor series, Hessian matrix, Forward and centered derivative WP 90/WhP 30 11 Nonlinear optimization based on tangent (quasi-)Newton method (QN) WP 80/WhP 15 12 Nonlinear optimization based on quadratic (quasi-)Newton method (QN) WP 80/WhP 15 13 Nonlinear optimization based on tangent generalized reduced gradient (GRG) WP 440/WhP

15 14 Nonlinear optimization based on quadratic generalized reduced gradient (GRG) WP 440/WhP

15 15 Tangent vs Quadratic approximation 10 16 Quasi-Newton vs Generalized reduced gradient 10 17 Various well-know applications of QN and GRG with or without constraints 180 18 Multiple objective linear programming (MOLP) 20 19 Intuitive genetics/evolutionary algorithms (EVA) brut force approach 15 20 Various well-know applications of EVA with or without constraints 50 21 Design of experiments (optimum designs) and ISO 3534-3:1999 20 22 Taylor series approximation assumption WP 50/WhP 15 23 Lack of fit 10 24 Typical affine or quadratic model (controlled model with interactions) 15 25 Complete affine factorial designs without interactions (Koshal) 60 26 Complete affine factorial designs with 1st order interactions (Fisher) 60 27 Complete affine factorial designs with 2nd order interactions (Rechtschaffner) 60 28 ANOVA for complete factorial design 60 29 Matrix of effects (experimentation matrix) with Box multiplication 10 30 Yates notation and algorithm 20 31 Mean of answers, global effect, mean of effects 20 32 Hadamard matrix WP 30/WhP 15 33 Plackett-Burman screening designs (12, 20, 24, 28, 36 …) 20 34 Factorial fractional screening designs 20 35 Box and Hunter designs optimization with alias (confounding) and contrasts WP 30/WhP 10 36 Factorial designs of resolution III, IV, V 60 37 Taguchi's designs (orthogonal arrays) and linear graphs 80


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39 D-optimal designs, A-optimal designs and G-optimal designs WP 65/WhP 15 40 Simplex-lattice mixture designs WP 160/WhP

40 41 Neural Network based D.O.E. with genetic algorithms optimization 60 42 Seminar conclusion and feedback 30 43 Open Book Exam (on demand only) 240

Good to know: Many managers or engineers are using an OFAT (one-factor-at-a-time) approach to solve their optimization problems. In addition to the issue of inefficiency, this approach fails to identify often crucially important interaction and statistical effects among factors. There are available to experimenters advanced analytical tools based on mathematical techniques which will enable them to gain a deep understanding of their processes, including the impact of interactions among factors, and to do so in the most efficient manner. These modern optimization and DOE tools will be presented in this seminar. Depending on the country and university or engineering school this seminar outline corresponds to a Master or PhD level in engineering.


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IDTT13: Quantitative Supply chain

AIMS & OBJECTIVES

The aim of this seminar is to balance and forecast different types of supply chain variables in a way that minimizes the total cost of an activity and to avoid saturation of queuing services. TARGET AUDIENCE

Anyone working in operations management or another functional area, who already knows qualitative methodologies and is looking to gain a working understanding of the quantitative bachelor level supply chain management tools in a service or manufacturing organization. PREREQUISITES / ADMISSION CRITERIA

A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science if seminar is requested with mathematical proofs. SUGGESTED DURATION





PEDAGOGICAL METHOD



MS Office Excel, Open Calc, @Risk or any other spreadsheet tool like software. Laptops or computers with VirtualPC or VMware player are strongly recommended. BOOK




Warehouse Managers, Stores and purchasing Officers, etc. DIFFICULTY / BLOOM'S TAXONOMY LEVEL




Keywords: wilson, eoq (economic order quantity), epq (economic production quantity), queuing, erlang, seminar, course, training


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Importance of forecasting and optimization technique in supply chain 10 05 Typical cost variables in supply chain 30 06 Deterministic vs Stochastic approach in supply chain management 20 07 Periodic discrete stochastic optimal order quantity without rotation WP 50/WhP 20 08 Periodic continuous stochastic optimal order quantity without rotation WP 25/WhP 15 09 Expected rupture point and loss quantity with associated cost and margin WP 25/WhP 10 10 Periodic discrete stochastic optimal order quantity with rotation WP 50/WhP 20 11 Periodic continuous stochastic optimal order quantity with rotation WP 50/WhP 20 12 Expected rupture point and loss quantity with associated cost and margin WP 25/WhP 10 13 Wilson sawtooth model (with/without stock rotation) WP 40/WhP 20 14 Economic order quantity (EOQ) WP 25/WhP 15 15 EOQ optimal cycle length WP 15/WhP 10 16 EOQ minimum cost per unit time 15 17 Sensitivity analysis WP 20/WhP 10 18 Economic production quantity (EPQ) WP 30/WhP 15 19 EPQ optimal cycle length WP 25/WhP 15 20 EPQ minimum cost per unit time WP 25/WhP 15 21 EOQ with shortage WP 30/WhP 15 22 EOQ optimal cycle length with shortage 15 23 EOQ maximum shortage quantity WP 25/WhP 15 24 EOQ maximum shortage cost and time WP 25/WhP 15 25 Computerized Relative Allocation of Facilities Technique (CRAFT) 45 26 M/M/... queuing theory 15 27 Time arrival and service models WP 140/WhP 40 28 Kendall's notation 10 29 M/M/1 arrivals and departures model WP 80/WhP 20 30 M/M/k/k waiting time model (Erlang B) WP 50/WhP 20 31 M/M/k/ waiting time model (Erlang C) WP 80/WhP 20 33 Computational solve of workload prioritization, flow problems and resource

allocation 60

34 Seminar conclusion and feedback 30 35 Open Book Exam (on demand only) 240

Good to know: The content of this seminar is almost very academic. In reality supply chain management is more based on rule of thumb and otherwise on forecasting technics and just in time management methodology (see the seminar IDTT05 about forecasting technics). Depending on the country and university or engineering school this seminar outline corresponds to a Bachelor or Master level in supply chain management.


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IDTT14: Quantitative Insurance techniques (actuarial)

AIMS & OBJECTIVES

The aim of this seminar is to train attendees for fundamentals actuarial calculations, in its multiple components: life, non-life, financial and pension funds. The objective is the application of bachelor level mathematical techniques, focused on the impact reduction of such hazards, as loss of income through death or failure, disability, or retirement, or loss of property through fire, accident, or theft.

TARGET AUDIENCE

This seminar is addressed to non-actuarial audience, like managers or engineers who wants to know fundamentals of actuarial assumptions and methods for projects of moderate scope.


A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics and business skills. Attendees must have at least a graduate degree in science if seminar is requested with mathematical proofs or an equivalent knowledge skill to seminars IDTT01, IDTT02 and IDTT07.

SUGGESTED DURATION


ORGANIZATION


ATTENDEES


CERTIFICATION


PEDAGOGICAL METHOD



TRAINER(S)


TOOLS

MS Office Excel, Open Calc, R, @Risk or any other spreadsheet tool like software. Laptops or computers with VirtualPC or VMware player are strongly recommended.

BOOK

Applied Mathematics ISBN: 978-2-8399-0932-7 (PDF)



CONTACT

[email protected]

FUNCTIONAL LEVEL

Human resource manager, Risk manager, Quality Manager/Analyst, etc.



EXAM / TEST


PRICE / DATES


Keywords: insurance, annuity, mortality, risk, seminar, course, training


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Return on investment for maintenance contract 50 05 Actuarial (mortality) table for human or machines WP 30/WhP 20 06 Conditional life expectation WP 15/WhP 10 07 Life annuity insurance with simple premium based on life expectation 20 08 Post and praenumerando actualization factor based on life expectation WP 70/WhP 50 09 Average premium rate for retirement based on life expectation 50 10 Average premium rate for retirement based on macro-economics variables WP 60/WhP 20 11 Insurance risk premium and volatility based on solidarity mechanism WP 45/WhP 30 12 Risk premium based on experience with a Poisson distribution (bonus-malus) WP 170/WhP 35 13 Operational Value at Risk (oVaR) and Surplus Value at Risk (sVar) 40 14 Using bivariate Gaussian Copulas with or without Non-Gaussian Margins WP 170/WhP 80 15 Seminar conclusion and feedback 30 16 Open Book Exam (on demand only) 240

Good to know: This seminar focuses actually only on the very basics stuff of insurance mathematics. It is most a "beta version" seminar that needs to be developed and improved in the future. In most countries around the world this seminar outline corresponds to a Bachelor level in actuarial mathematics.


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IDTT15: Engineering Mathematics

AIM AND OBJECTIVE

The main purpose of this seminar is to provide trainees with bachelor level skills in algebra and calculus, which would enable them to devise engineering solutions for given situations they may encounter in their activity. This seminar is a continuation of the mathematics undertaken at high school, and provides trainees with the necessary mathematical tools to solve analytical problems and adequately complete design tasks. The mathematical skills derived from this seminar form a necessary base to analytical and design concepts.

TARGET AUDIENCE

Engineers from different backgrounds who wish to refresh their technical graduate knowledge in applied mathematics.


A four hour admission test with a one hour interview is strongly recommended before and after the seminar to test mathematics skills. Attendees must have at least an undergraduate degree in a scientific field or global equivalent and also have an excellent programing experience in any coding or description computing language (VBA, .Net, C++, JScript HTML or other).

SUGGESTED DURATION

The whole program is on 14 days (7 hours per day). It can be customized on needs (times are available in minutes next to each module conforming to AFNOR NF X50 756) including or not an assessment test (open book exam).

ORGANIZATION

The sessions occur in a classroom with computers installed and up to date tools, a beamer and a flipchart/whiteboard or blackboard. Cellphones and mails are forbidden during the seminar.

ATTENDEES


CERTIFICATION


PEDAGOGICAL METHOD

This instructor-led seminar is based on real R&D and business situations with 15% time on practical cases and 85% theory. The attendees may bring (recommended) their professional data and issues to work on.

TRAINER(S)


TOOLS

MS Office Excel, Open Calc, MATLAB or any other spreadsheet/stat like software. Laptops or computers with VirtualPC or VMware player are strongly recommended.

BOOK




CONTACT

[email protected]

FUNCTIONAL LEVEL

Civil, Electronic, Chemical, Physics, Financial, Medical, Computer Engineers etc.



EXAM / TEST


PRICE / DATES


Keywords: engineering, z-transform, laplace transform, monte carlo, neural networks, 3d


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01 Introduction 30 02 Tools and implementation 10 03 About the rigor level 10 04 Monte Carlo (MC) and Latin HyperCube (LHC) algorithms

(quasi-random MC, antithetic variable MC, control variable MC, importance sampling MC, acceptance/rejection, MC) 120

05 Jacknife and Bootstrapping inference resampling algorithms 100 06 Monte Carlo Markov Chain Gibbs sampling 60 07 1st and 2nd one variable derivatives using various simple finite-difference algorithms 180 08 Finding equation roots using Regula-Falsi, Secant or Newton algorithms 120 09 Nonlinear optimization/regression using substitution method, Lagrangien multipliers

method, Newton-Raphson and Gauss-Newton algorithms 300

10 Evaluation of real definite integral with Riemann sums and Monte Carlo algorithms 60 11 Solving simple ordinary differential equations with RK4 algorithm 150 12 Solving simple partial ordinary differential equations with Finite Difference Method 150 13 Applications of complex analysis residue theory 600 14 1D and 2D Fast Fourier Transform 480 15 Use of Fourier Transform in the solution of ordinary differential equations 180 16 Use of Laplace Transform in the solution of simple differential equations 240 17 PDE Classification (parabolic, hyperbolic, elliptic) 150 18 Z-Transform 180 19 Recurrent one-layer neural networks 40 20 Splines (application to finance with yield curve and biomedicine with quantile

interpolation) 40

21 Regular 3D surface plots algorithms 420 22 Seminar conclusion and feedback 30 23 Open Book Exam (on demand only) 240

Good to know: A sentence used a lot in finance, engineering and insurance resume well this seminar: In Monte Carlo we trust! In the facts almost all theoretical models are very general and are difficult to apply to particular practical cases. Since the expansion of computer calculation power most problems are today modeled and solved by brut force calculations and this is the purpose of this seminar to show the know-how. Depending on the country and university or engineering school this seminar outline corresponds to a Bachelor or Master level in computing science.


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Prices The heart of a Scientific Evolution Sàrl is transparency. We have in this purpose developed an on-line estimate pricing calculator to optimize the provision of services to our customers in Switzerland and in France:

www.scientific-evolution.com/prices.php You can also ask for our internal process catalog, ISO 9001:2008 quality manual, EduQua:2004 (with AFNOR NF X50 756) manual and EFQM assessment workbook (all available in French only).

Here is a sample of most common asked standard seminar or consulting prices per hour for Switzerland between 2007 and 2014 (prices depend on trainer level, number of trainees, training language and many other parameters available on the pricing web page):

Services Non-academic Price1 (range)

Statistical softwares (MATLAB, Minitab, R, SPSS, MedCalc, Tanagra)

[90-280] CHF/hour

Management Undergraduate seminar [60-280] CHF/hour Quant. Management Graduate seminar [200-270] CHF/hour Quant. Management Postgraduate seminar [210-1300] CHF/hour

Statistics Undergraduate seminar [95-200] CHF/hour Statistics Graduate seminar [200-270] CHF/hour Statistics Postgraduate seminar [210-1300] CHF/hour

Quant. Finance Undergraduate seminar [95-200] CHF/hour Quant. Finance Graduate seminar [200-270] CHF/hour Quant. Finance Postgraduate seminar [210-1300] CHF/hour

Quant. Engineering Undergraduate seminar [80-240] CHF/hour Quant. Engineering Graduate seminar [200-270] CHF/hour Quant. Engineering Postgraduate seminar [210-1300] CHF/hour

Microsoft Office2 Undergraduate seminar [60-250] CHF/hour

Microsoft Office Graduate seminar [90-280] CHF/hour Microsoft Office Postgraduate seminar [120-550] CHF/hour

Adobe3 Undergraduate seminar [90-280] CHF/hour

Adobe Graduate seminar [120-310] CHF/hour

e-Learning content [30-250] CHF/hour

Development C++,.Net, R, MATLAB, Java, Javascript,

AJAX, PHP, HTML, VBA, SQL, Python...

[60-300] CHF/hour

1 Fees, accommodations, travel, interviews, exams/tests, books not included 2 Excel, SharePoint, Visio, Project, VBA for quantitative analysts 3 Illustrator, Photoshop, Acrobat for quantitative analysts

Scientific Evolution Sàrl reserves the right to modify prices and fees at any time (see general conditions on the website).

Also good to know: we don't work on small R&D or IT projects and never on more than one project at the same time for quality purposes.

One month before the seminar, each trainee will receive a notification to attend, the training rules and program, an access plan to the conference room with a list of hotels or restaurants around.

http://www.scientific-evolution.com/prices.php


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We are totally convinced that great learning should be easy to access, so that is why we help organizations to manage performance by providing typical and alternative learning solutions. Seminars are also offered in traditional classroom settings, at your facility, and online in instructor-led and self-paced formats, giving you choices to accommodate your learning style, schedule, and budget.

As an individual, by participating to our seminars you will:

Join a group of highly motivated and accomplished executives Cultivate effective scientific responses to today's business and ethical challenges Broadened and deepened your understanding of what is happening in other industries Enhance you colleague performance and life happiness using REX Explore and discuss new business perspectives objectively Re-assess the roles and performance of team members and yourself Learn how to write valuable and rigorous reports Get the most value from your information technology investments Solve problems and develop actions plans with your team to address major strategic challenges Improve team effectiveness through experiential learning and intense coaching sessions Understand financial tools and use them to make strategic decisions

Don't forget that you can bring your team and customize the program around a corporate team task (organizational improvement, change project or new business). In addition to the usual program benefits, team members can also work on a specific corporate challenge - in a neutral setting - to develop a common approach or a common language with our experts support.

Presentials

trainings

•+Interactivity •+Take the hand •+Isolation •+Concentration • -One Shot • -Costs/Material • -Travel/Transportation

e-Learning/

Videos

•+Replay •+Costs/Material •+Take the hand •+Travel/Transportation • -Interactivity • -Isolation

LabEx

•+Excellence Lab. •+Business cases •+Team building •+Project mining • -Time availability • -Costs/Material • -Travel/Transportation


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Change log A new version of the catalog will be published each year in January with new scientific analysis techniques o at the forefront of the industry and research and development!

Version Description Dates V1 First release 2011-03-12 V2 Second release with new Engineering Mathematics course 2013-01-15 V3 Catalogue also yet available in french!

Corrections of some minor typing errors Bivariate Normal Distribution Monte Carlo Value At Risk Lagrange Polynomial Interpolation Cochran–Mantel–Haenszel test (log-rank test) Ordinary Least Squares regression with interactions Combinations with repetitions for the Wald–Wolfowitz runs test Orthogonal/Deming Regression Operational and Credit Value-at-Risk Laney-P and C control charts Student–Newman–Keuls (SNK) ANOVA post hoc test Macaulay's Duration and Modified Duration Modified Internal Rate of Return ANOVA for simple and multiple linear regression Multicollinearity analysis with Variance Inflation Factor (VIF) Non-Parametric and parametric Binomial Reliability Demonstration Test D-optimal designs, A-optimal designs, G-optimal designs Welch's t test with Welch-Satterthwaite equation ID3 (Iterative Dichotomiser 3) & HAC (Hierarchical Ascendant Clustering) clustering Lift Curve/ROC Curve (Receiver Operating Characteristics) Naive Bayes Classifier K nearest neighbors (K-NN) Cronbach's alpha reliability Principal Factor Analysis without rotation (PFC) or with VariMax rotation Odds Ratio (OR)/Relative Risk (RR) and OR/RR confidence interval Normal (Gaussian), Poisson, Binomial, Negative Binomial (NB-2, NB-C) and Gamma GLM Univariate Partial Least Square (PLS1) linear regression Cox proportional-hazards linear regression model for uncensored and ungrouped/grouped data and time independent covariates Bootstrapping and stripping a yield curve with bonds Computerized Relative Allocation of Facilities Technique Kernel Density Estimation Expected conditional Value at Risk shortfall for Gaussian loss distribution Marginal Value at Risk Using bivariate Gaussian Copulas with or without Non-Gaussian Margins Simplex-lattice mixture designs T2 Hotelling multivariate control chart (chi-2 approach)

2014-01-15

V4 Conjugate bayesian prior Normal and Binomial distribution Left, right, interval censored likelihood Likelihood ratio test C.I. for the ratio of two means (Fieller Theorem) Test for periodicity (statistical description of Fourier coefficients) Elementary Robust Statistics (L-estimators, M-estimators) Effect sizes and equivalence tests (TOST test) Some words on using regression models with Z-scores or centered variables Regression Leverage score for outliers analysis The Durbin-Watson NHST test for autocorrelation detection Non censored least absolute deviation quantile regression Additive SARIMA Univariate GARCH Surplus at risk for pension funds Bond Modify and Macaulay duration and convexity (DV01, DD, DVBP/PVBP, D*) Bond value at risk Portfolio duration using additivity property

2015-01-15



Version Description Dates Adjusting the beta of an equity portfolio with future contracts Fundamental option pricing equation

Fokker-Planck equation (Kolmogorov Forward)

Implied volatility vs Local volatility (Dupire model) vs Observed volatility

Brynson portfolio performance model analysis

Traynor-Black active portfolio management model

Michaud robust Markowitz GMVP

Gauge capabilities (Cg, Cgk)

Efficiency curve (operating characteristic curve) for X-bar and P control charts

One Rule Clustering

Affinity Analysis

Linear Discriminant Analysis aka "Fisher Discriminant" (Posterior Likelihood method)

Linear Discriminant Analysis (Eigenvector Projection method)

Multidimensional Scaling (MDS)

Bagging (bootstrap aggregating)

Weibull right censored parametric reliability density function estimation

Bayesian beta-binomial Reliability Demonstration Test Design for sample size

Exponential-Chi Demonstration Test Design for MTTF for accumulated test time required

Neural Network based D.O.E. with genetic algorithms optimization

Splines (application to finance with yield curve and biomedicine with quantile interpolation)

PDE Classification (parabolic, hyperbolic, elliptic)

Monte-Carlo Acceptance/Rejection sampling

Gibbs sampler (Monte-Carlo Markov Chain)

Computational solve of workload prioritization (evolutionary solver)

Computational solve optimal ressources allocation ("hungarian algorithm")

Simple and multiple Analytical Hierarchical Process

Your partner for quantitative consulting

Scientific Evolution Sàrl N.Ref.cons.RC: CH-550-1102440-9

Switzerland (Europe) Phone: +41 76 329 35 88

[email protected] {oUUID 1.675}

Education

Scientific Evolution Seminar Catalogue