The Chinese University of Hong Kong

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SEEM 4580 Special Topics in SE&EM I

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

10.00


Anonymous shared this review at 11:51pm 13 August 2012
  • Professor: Li Duan
  • Language: English
Rating:

10.00

Course Description
学了MATLAB在time series 上的应用,有很多function很实用,主要是tuto课上讲的,mid-term是上机操作没有笔考。

内容主要是先复习基础概率,再time series (AR, MA, ARIMA, GARCH model), 一点点regression (基本上357&243都学过), 然后就是option pricing. 之后会讲一点CAPM(复习。。),还有什么resampling不记得了,但是期末都没考。新课但是系主任设计的还不错~算是SE值得上的一门课
Assessment
20% assignment 很多matlab,但是都是tuto讲的不难
20% mid-term  就一道题巨简单。。但我还是错了
20% project - 给两个suggestion课题,也可以自己选,形式比较开放。。所以不知道怎么做。。。做出来也花样挺多的
40%final 做作业就行
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Anonymous shared this review at 10:15pm 12 September 2012
  • Professor:
  • Language: English
Rating:

10.00

Course Description
MATLAB在time series 上的应用
Assessment
20% assignment  
20% mid-term   
20% project  
40%final 
Grading

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Teaching Skills & Others

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