Tomoyuki ICHIBA
Professor, Department of Statistics & Applied Probability and Center for Financial Mathematics and Actuarial Research
at University of California Santa Barbara
Teaching record. It is my great pleasure that we share our knowlege and power for our community and for our future. I admit that teaching is always challenging and sometimes saddly it turns out very difficult due to mutual misunderstandings. However, in many aspects of my intellectual activities I am deeply indebted and thankful to all my previous teachers (including authors of textbooks and journal articles), friends and students. This is the simple reason why I like class and would try to do my best in class.
Teaching at UCSB
Current Teaching (Fall 2024) : PSTAT 213A Introduction to Probability and Stochastic Processes.
- Canvas page: PSTAT 213A
- Course catalog page: PSTAT 213A Course catalog
Some of course materials can be found in Canvas UCSB Canvas.
- Undergraduate courses
Transitions to Data Science, Probability and Statistics PSTAT 8 (Spring '22, Winter '23)
Probability PSTAT 120 A (Summer '10), 120 B (Winter '11), CCS Math Probability (Spring '14-'18). Introduction to Stochatic Processes PSTAT 160A (Fall '15, Fall '16, Winter '18), PSTAT 160B (Winter '16, Spring '16, Winter '17, Winter '18)
Actuarial Mathematics/Statistics PSTAT 172 A (Winter '10). PSTAT 172 B (Spring '10), PSTAT 182 T (Spring '10, Spring '11, Winter '12, Spring '12), PSTAT 171 (Fall '10, Fall '11, Summer '12, Winter '21). PSTAT 173 (Winter '12).
Introduction to Math Finance PSTAT 170 (Spring '13, Spring '14, Winter '15, Spring '15, Fall '18, Fall '19, Fall '20).
Advanced Math Finance PSTAT 176 (Spring '24)
Time Series Data Analysis PSTAT 174 (Winter '23, Spring '23, Spring '24)
Undergraduate Independent Research PSTAT 199 (Spring-Summer '10, Spring '12, Spring '13, Fall '13, Winter '14, Spring '14, Fall '15, Winter '16, Spring '16, Fall '16, Winter '17, Spring '17, Fall '17, Winter '18, Spring '18, Fall '18, Winter '19 - present (In Spring '13 and Winter '18 research in part was supported by FRAP URCA Grant))
Internship in Stats PSTAT 193 (Winter '16, Spring '16, Winter '17, Spring 2022, Summer 2022)
- Graduate-level courses
Reimagining Instruction for Student Experience (RISE) Insitute in Summer 2020, Summer 2021; CITRAL/ONDAS Seminars in 2020-2021 I appreciate the support and initiative from the University.
Measure Theory for Probability PSTAT 210 (Fall '21, Fall '22)
Probability and Stochastic Processes 213A (Fall '18, Fall '20, Fall '24), 213B (Winter '19, '20, '24), 213C (Spring '19, '20, '24)
Math Finance 223 A (Fall '13), 223 B (Winter '13, Winter '14), 223 C (Spring '13, Spring '23).
Time Series Analysis (concurrently with PSTAT 174, Spring '23, Spring '24)
Advanced Math Finance PSTAT 276 (concurrently with PSTAT 176, Spring '24)
(partially) Seminar Course 262 FM (Superprocesses in Winter '10, Malliavin calculus in Winter '11, Concentration inequalities in Winter '12).
Department Seminar (2012-2017)
Teaching, TA and RA at Columbia University
- Teaching: W1111/S1111 Introduction Statistics - Summer '08, Fall '08. W4437 Time Series Analysis - Summer '07.
- TA: W1111/S1111 Introduction Statistics - Spring '05, Summer '05. W4437 Time Series Analysis - Fall '04, Spring '09. W6501 Stochastic Processes and Application - Fall '05. W6505 Stochastic Methods in Finance - Fall '05. W6105 Probability and Analysis I - Fall '06, Fall '07. W6106 Probability and Analysis II - Spring '06, Spring '07.
- RA: ('04 Winter) Empirical studies on Chilean School Rankings: Kalman filter and minimum distance estimators under Miguel Urquiola.
Last modified: September 2024.
