University of Liege | Version française
Study programmes 2009-2010Last update : 28/06/2010
MQGE0004-1  Multivariate analysis applied to management
Duration :  24h Th
Credits/ECTS :  
Master in Management Sciences, in-depth approach, 1st yearPremier quadrimestre4
Master in Management Sciences, didactic approach, 1st yearPremier quadrimestre4
Master in Business Engineering, didactic approach, 1st yearPremier quadrimestre4
Master en sciences de gestion, à finalité spécialisée en banking and asset management, 1st yearPremier quadrimestre4
Master en ingénieur de gestion, à finalité spécialisée en financial engineering, 1st yearPremier quadrimestre4
Master in Management Sciences, professional Focus in Entrepreneurship, 1st yearPremier quadrimestre4
Master en sciences de gestion, à finalité spécialisée en financial analysis and audit, 1st yearPremier quadrimestre4
Master in Management Sciences, professional Focus, 1st yearPremier quadrimestre4
Master en sciences de gestion, à finalité spécialisée en management humain et organisation, 1st yearPremier quadrimestre4
Master in Management Engineering, professional Focus, 1st yearPremier quadrimestre4
Master in Management Engineering, professional Focus, 2nd yearPremier quadrimestre4
Master en ingénieur de gestion, à finalité spécialisée en intrapreneuriat, 1st yearPremier quadrimestre4
Master in management Sciences, professional focus in management, 1st yearPremier quadrimestre4
Master en sciences de gestion, à finalité spécialisée en management des entreprises sociales, 1st yearPremier quadrimestre4
Master en sciences de gestion, à finalité spécialisée en intelligence stratégique et marketing, 1st yearPremier quadrimestre4
Master en ingénieur de gestion, à finalité spécialisée en supply chain management, 1st yearPremier quadrimestre4
Master en ingénieur de gestion, à finalité spécialisée en performance management systems, 1st yearPremier quadrimestre4
Holder(s) :  Gentiane Haesbroeck
Language :  Langue française
Course contents :  The course presents the main technics of multivariate statistics that are useful in management. It starts with the presentation of some descriptive techniques and then goes on with the main dimension reduction methods (PCA, canonical analysis). The courses ends with the consideration of different classification techniques (discriminant analysis, logistic regression,...).
Course objective :  At the end of the course, the students are expected to be able to

- find out which method would be most appropriate for analysing a multivariate data set.

- use the statistical software illustrated at the practicals

- interpret the results of the analyses.
Prerequisites :  Descriptive statistics, probability theory and inferential statistics.
Workshops :  After each theory lecture, practicals in a computer room will be organised. The students will be asked to analyse real data sets using a given statistical software.
Organization :  This course is given each even year and is not scheduled for the academic year 2009-2010. Moreover, as required by HEC-Management school, the course is usually organised over a 6-week period (4 hours per week) starting in September. It is therefore required to start the course at the beginning and not after it has already started.


Each week, the students will be given homeworks in order to get familiar with the statistical software as well as the perfomed analyses.
Written notes :  Slides used during the lectures will be used as available lecture notes.
Assessment :  The final mark will be a weigthed mean based on the following three results:

1) Assessments of the homeworks and oral discussion on these.

2) Written exam with the help of the statistical software.
Contacts :  G.HAESBROECK, Institute of mathematics, Building B37, room 0/60, tel: 04/366-95-94, email: G.Haesbroeck@ulg.ac.be


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