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Tim Frenzel

// Teaching

Analytical excellence through challenge-driven education.

I teach across three disciplines, quantitative finance, analytics, and data science / AI, connecting rigorous theory with hands-on, production-minded practice. Each course’s description and learning outcomes are public; full syllabi are password-protected.

Finance

FIN380Undergraduate

Introduction to Quantitative Finance

Fall · University (California)

Foundations of quantitative finance: time value of money, portfolio theory, the CAPM, fixed income, and an introduction to derivatives pricing, taught through Python notebooks on real market data.

Learning outcomes

  • Build and evaluate mean-variance portfolios in Python
  • Price options with binomial trees and Black-Scholes
  • Reason quantitatively about risk and return

FIN380, Introduction to Quantitative Finance

The full syllabus is password-protected. Enter the access password to view it. The public course description and outcomes are shown on the page.

FIN680Graduate

Machine Learning in Trading

Spring · University (California)

Applied machine learning for systematic strategies: feature engineering on market and alternative data, cross-validation that respects time, signal construction, and honest backtesting that survives transaction costs.

Learning outcomes

  • Engineer leakage-free features from financial time series
  • Backtest strategies with realistic costs and walk-forward validation
  • Distinguish genuine signal from overfit noise

FIN680, Machine Learning in Trading

The full syllabus is password-protected. Enter the access password to view it. The public course description and outcomes are shown on the page.

FIN780Graduate

Generative AI in Finance

Spring · University (California)

How large language models, RAG, and agentic systems are applied in finance, research automation, document intelligence, and risk, with a hard focus on governance, evaluation, and human oversight.

Learning outcomes

  • Design RAG systems over financial documents
  • Evaluate LLM outputs for accuracy and risk
  • Apply governance guardrails to AI in production

Analytics

ANA380Undergraduate

Statistical Foundations for Analytics

Fall · University (California)

Probability, inference, and regression for decision-making, emphasizing causal reasoning, bias detection (Simpson’s paradox, survivorship), and the difference between correlation and real drivers.

Learning outcomes

  • Run and interpret hypothesis tests and regressions
  • Detect common statistical biases in real datasets
  • Communicate uncertainty honestly to stakeholders
ANA580Graduate

Predictive Modeling & Econometrics

Spring · University (California)

Econometric methods and predictive modeling for time series and panel data: ARIMA/GARCH, regularization, and model validation that holds up out of sample.

Learning outcomes

  • Model volatility and trends in economic time series
  • Select models with principled validation
  • Avoid the most common forecasting pitfalls

Data Science & AI

DAT380Undergraduate

Introduction to Data Science

Fall · University (California)

The end-to-end data-science workflow: problem framing, data wrangling with pandas, exploratory analysis, first models, and reproducible reporting, the habits that separate analysis from anecdote.

Learning outcomes

  • Frame a business question as a data problem
  • Wrangle and explore data reproducibly in Python
  • Build and communicate a first predictive model
DAT580Graduate

Machine Learning Fundamentals

Spring · University (California)

Supervised and unsupervised learning from the ground up: the bias-variance tradeoff, regularization, ensembles, and model selection, with an engineering eye toward deployment.

Learning outcomes

  • Train, tune, and evaluate core ML models
  • Reason about the bias-variance tradeoff
  • Prepare models for reliable deployment
DAT780Graduate

Deep Learning & NLP

Fall · University (California)

Neural networks in practice: CNNs, RNNs, and transformers; representation learning; and modern NLP, from embeddings to attention, built and trained in PyTorch.

Learning outcomes

  • Implement and train deep networks in PyTorch
  • Apply transformers to language tasks
  • Diagnose and fix training pathologies

// For programs & students

Looking for a guest lecture or workshop?

I design and deliver applied courses on AI and quantitative finance.