stat6013

30/11/2011

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

25/11/2011

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.

13/11/2011

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.

12/11/2011

11/11/2011

Assignment 3 has been posted.

07/11/2011

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.

07/11/2011

Chapter 9 has been posted.

07/11/2011

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.

07/11/2011

Chapters 7 and 8 have been posted.

01/11/2011

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

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

01/11/2011

http://flowingdata.com/2011/10/28/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]

27/10/2011

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.