The Chinese University of Hong Kong

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RMSC 4002 Data Analysis in Finance and Risk Management Science

Related Textbook(s)/Reference(s):
3 sharing(s) available for this course
Average Rating:

7.33


Anonymous shared this review at 10:54pm 13 August 2012
  • Professor:
  • Language: English
Rating:

7.00

Course Description
modern data analysis techniques that are commonly used in financial and risk management. Topics include applications of multivariate techniques such as principal component and canonical correlation to asset management, Value-at-Risks, GARCH model in estimating volatility, time series methods in term-structure analysis, and data mining methods such as logistic regression, k-means clustering and classification tree, and neural network.
Assessment
30%group project( process a database)   three assignments totally worth 15%, 55% for the final (closed book) examination
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Sheepfriend shared this review at 12:45pm 12 November 2015
  • Professor: LEUNG, Pui Lam
  • Language: none
Rating:

7.00

Course Description
logistic regression, PCA, classification tree, neural network,比CS系的machine learning有逻辑性
Assessment
三次作业,project,期末考试
Grading

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Anonymous shared this review at 9:07pm 14 November 2016
  • Professor: LEUNG, Pui Lam
  • Language: English
Rating:

8.00

Course Description
machine learning, c-tree, some data analysis skills  
Assessment
There will be three assignments totally worth 15% and a group project worth 30% with the remaining 55% for the final (closed book) examination. 
Grading

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Teaching Skills & Others

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Teaching Professor(s)

LEUNG, Pui Lam

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