stat6013

Formula sheet for final examination has been posted. Please go to the assignment page to download. Wish you success in your exam.

Chapter 11 has been uploaded. Please be reminded that there is a bonus question about the pairs trading to be due tomorrow morning. If you know the answer, please submit it to get the bonus.

Assignment 3: As someone found errors in fitting the ACD model, I modified the lib.acd library. Please download the new library from the assignment webpage again. Thanks Suny.

Assignment 3 has been posted.

Please note that I will be out of town from today to this Friday morning. Very likely, I will not be able to get access to the internet. If you need any help, please contact Rita. Sorry for any inconvenience caused.

Chapter 9 has been posted.

Tutorial on Nov 12: Please note that the tutorial (9:30am-10:30am) will be held in our computer lab (Meng Wah Rm501). We will learn how to use R to build ACD models for high frequency data.

Chapters 7 and 8 have been posted.

Please note that the shortcut web address is available: http://www.facebook.com/stat6013

stat6013 This is the official page for the course STAT6013 Financial Data Analysis, The University of Hong Kong.

http://flowingdata.com/2011/10/28/best-statistics-question-ever/

Best statistics question ever By way of Raymond Johnson, the best statistics multiple choice question ever written on a chalkboard. Try not to think too hard. [via]

Mid-term test: It will examine all materials from Chapters 1 to 6. It is an open-note test. You may make reference to the lecture notes, assignments and tutorial materials but no books, no photocopied books, no e-books, etc. Remember to bring your calculator. The duration of the test is from 11:15am to 12:15am. Please gather outside the room 807, Knowles Building.