(Data Science Mini Project; EMATM0050), January 2025. Problem B: Leading-edge data analytics for Level-2 financial-market data Problem owner: DrAsh Booth, Global Lead in Applied AI/ML, JP Morgan, London. The global financial markets are obvious sources of "big data". If we look at the market for only one tradeable asset, such as shares in Amazon.com, there are so many people buying and selling the asset that the share price can potentially move up or down (although typically each move is only by a small amount) several times per second for all the time that the market is open, and hence in one trading-day there could be 20,000 or more time-points for movements in the price of an asset. This would be quite a lot to process if the data of interest at each time-point was only a single value, only the share-price in dollars and cents, but very often we are interested in much more data than just the share-price for an asset. Traders in financial markets commonly work with data that summarises all bids (orders to buy) and asks (orders to sell) currently resting at the exchange: any trader looking to buy can post a "bid limit order" at the exchange, saying what price they are prepared to pay per share, and how many shares they wish to buy; similarly any seller can post an "ask limit order" showing how many shares they want to sell, and the per-share price they are seeking. Different buyers will have different price and quantity needs, as will different sellers, and so at anyone time the stock-exchange summarises all of the currently-received orders by publishing its "Limit Order Book" (LOB), sometimes also called the ladder, which shows the total quantity of units of the asset available to buy or to sell at each price which has been quoted. The LOB at anyone time will typically involve tens of different (price, quantity) pairs - and the LOB may change several times before any transaction takes place that results in achange in the share-price, so there might plausibly be 100,000 data-points in a one-daytime-series for the LOB for a highly-traded asset such as Amazon stock, and each of those data-points would be a snapshot of the LOB as it is updated, so each of the 100,000 data-points will itself be a structure involving perhaps 50 numeric values or more, so in approximate figures we can plausibly expect data-files of 5million values from anyone such stock, in anyone day. Industry practitioners refer to this whole-LOB data as "Level2 data". There are good reasons to believe that executing appropriately advanced data-analytics on Level2 time-series data could identify opportunities for usefully predicting near- term movements in price, and hence for profitable automated trading from those signals. The problem, put simply, is for you to implement and evaluate data-analytics techniques that could be useful in identifying trading signals ("buy" or "sell") in Level2 data. You will be issued with Level2 data-sets for this project, although the identity of the asset will have been deleted. Some data will be made available as soon as the project commences, for you to start work on, and then additional data maybe released at later stages in the project: that data may not be for the same asset, or the same market-period, as the initial data-set, and so it is likely not to be statistically identical to the initial data-set, so you should plan accordingly. My team has an ongoing research interest in exploring how well various reinforcement learning approaches perform. at finding good trading strategies when working with Level2 time-series data. For example, we have an interest in the A3C approach, although we recognise that there is probably not enough time in your mini-project to research, design, implement, and evaluate a full A3C system. Nevertheless reinforcement learning is a long-established field with a very large academic literature, and there maybe simpler methods, or freely-available source code-libraries, that you can use to make good progress in the time available. You might want to start by implementing an elementary time-series analysis approach such as ARIMA1,which is relatively simple and very well known, and which could serve as a useful baseline for comparing against, but our interests lie beyond such a commonly-used approach; and so should yours. Remember that we do not just want to see a system that does time-series predictions, we want to see what profit your system might generate from actually trading on the basis of its signals: you'll need to reserve some of the Level2 data as a test-set, and to write (or find) a simple trading simulatorsowe can see how well an automated trading system would do when using the signals that your analysis identifies. One final thing: the raw datasets that you will be supplied with may need some initial wrangling (cleaning, extraction, processing etc) before you can use them, and you will probably find that some initial exploratory visualization and data-mining is useful too.
EMATM0066 Visual Analytics Exercises: Week 1 In this first tutorial, we will do two exercises in groups. Exercise 1 Warm-up for whole class. For each of the following variables, define its type and identify any unusual features that might make its visualisation or analysis challenging: 1. Email address 2. Date of birth 3. Cruising speed of an airplane 4. Hurricane force scale (Saffir-Simpson https://www.nhc.noaa.gov/aboutsshws.php#:~:text=The%20Saffir%2DSimpson%20H urricane%20Wind,scale%20estimates%20potential%20property%20damage.&text=I n%20the%20western%20North%20Pacific,sustained%20winds%20exceeding%2015 0%20mph. ) 5. Bank balance 6. Country 7. MSc grades (Pass, Merit, Distinction) Exercise 2 In your groups consider one of the following scenarios for time series data: • Scenario 1: sample every 1/100th of a second (100Hz), duration 1 day, 1 thing. o Example: ECG recording • Scenario 2: sample every 5 minutes, duration 1 year, 2 things. o Example: Currency exchange rates: British pound against US dollar; British pound against euro. • Scenario 3: sample every 5 minutes, duration 1 year, 10 things. o Example: Many currency exchange rates • Scenario 4: sample every 5 minutes, duration 1 year, 1000 things. o Example: CPU load across 1000 machines • Scenario 5: sampling frequency varying from 100Hz to every minute, duration 1 day, 5 things. o Example: Health monitoring in hospital ward. Your group has ~20 minutes to brainstorm possible strategies for visualization that you think would be appropriate for your assigned scenario. Both static charts and interactive strategies are worth thinking about. You’ll be reporting back to the large group afterwards, so decide in advance which person will speak for the group. Document your discussion in your group’s shared document, as you go. Words are quick to type. You should also make sketches to communicate your ideas, whenever words alone aren’t enough. You can sketch on paper and take a picture with your phone camera, or use a drawing program on a tablet or laptop – whatever is quick and easy – and upload those images into your shared document. Exercise 3 In this exercise you will identify the types of datasets and attributes. These datasets are taken from the Office of National Statistics website but are more immediately accessible from the Blackboard page as attachments. • Estimates of completed international visits to and from the UK for on month https://www.ons.gov.uk/peoplepopulationandcommunity/leisureandtourism/datasets/ monthlyoverseastravelandtourismreferencetables • Travelpac Quarterly data on travel to and from the UK, taken from the International Passenger Survey (IPS). Includes detail on age and sex of travellers, purpose and length of trip, and spending. https://www.ons.gov.uk/peoplepopulationandcommunity/leisureandtourism/datasets/t ravelpac NSA = ‘non-seasonally adjusted’: why do you think that seasonal adjustment is important for travel statistics? For each field • Analyze the attribute abstractions: • write down a concise description in domain-dependent language of field’s meaning • decide the attribute type and write that down • Determine its cardinality/range • For categorical attributes, write down the number of unique levels • For quantitative attributes, specify the range from min to max and note any other characterization that seems potentially useful (cyclic? Anything else?) • For ordered attributes, consider whether it would be more useful to treat them categorical or quantitative, or to preserve them as ordered. Write down your discussions in the shared document.
ESE 433: Homework #3 1. 7.3 A directional coupler has the scattering matrix given below. Find the return loss, coupling factor, directivity, and insertion loss. Assume that the ports are terminated in matched loads. 2. For clarity, first write the S-parameters of a single coupler and then solve for the case when 2 couplers are cascaded. 7.4 Two identical 90° couplers with C= 8.34 dB are connected as shown below. Find the resulting phase and amplitudes at ports 2' and 3', relative to port 1. 3. 7.8 Design a three-port resistive divider for an equal power split and a 100 Ω system impedance. If port 3 is matched, calculate the change in output power at port 3 (in dB) when port 2 is connected first to a matched load, and then to a load having a mismatch of Γ = 0.3. See the figure below. 4. You can use the equations 7.37 (a) – (c) from pozar. 7.10 Design a Wilkinson power divider with a power division ratio of P3/P2 = 1/3 and a source impedance of 50 Ω. 5. Hint: Your need to use the even and odd-mode analysis like always. The line of symmetry will be a vertical line passing from port 1 to port 3. 7.31 Find the scattering parameters for the four-port Bagley polygon power divider shown below.
Assignment 4 1. Consider two economies A and B with the following production functions: YA(t) = KA(t)α K(̇)A (t) = SAYA(t) And YB(t) = KB(t)α K(̇)B (t) = SBYB(t) Where α>1. Economies have the same initial value of K but,sA>sB . Show that Y1/Y2 is continually rising. 2. Consider the Knowledge accumulation model where: Y(t) = A(t)(1 − aL )L(t) And A(̇)(t) = B[aLL(t)]YA(t)θ Where θ < 1. Population growth rate is constant at n. Describe how each of the following affect thė(g) = 0 line and the growth rate of A at the moment of change and in the long run (graph Ln A overtime to show the effect). a) An increase inn. b) An increase in aL. c) An increase in ϴ . 3. Suppose that output is given by the equation Y(t) = K(t)α [A(t)L(t)]1−α , that L is constant and equal to 1; thatK(̇)(t) = SY(t) and that knowledge accumulation occurs as aside effect of goods production:A(̇)(t) = BY(t). a. Find expression for gA(t) and gK(t) in terms of A(t), K(t) and parameters of the model. b. Sketch the ġA = 0 and ġk = 0 lines in (gA, gK) space. c. Does the economy converge to a balanced growth path? If so, what are the growth rates of K, A and Y on the balanced growth path? d. How does an increase in s affect long-run growth rate? 4. Consider the model with education where G(E) = e ∅E and Y(t) = K(t)α [A(t)H(t)]1−α and H(t) = L(t)G(E) and A(̇)(t) = gA(t) and L(̇)(t) = nL(t) and constant depreciation rate of δ . However, assume that E rather than being constant is increasing steadily: E(̇)(t) = mwhere m>0. With this change what is the long-run growth rate of output per worker? 5. Suppose that output is given by the equation Y(t) = K(t)α [(1 − aH )H(t)]β , H(̇)(t) = BaHH(t) andK(̇)(t) = SY(t). Assume 0
CAES9920 Academic English for Business and Economics Lesson goals Identify and better understand the linguistic features of academic writing Provide feedback and receive feedback in relation to these features Confirm your understanding of APA style. citation/referencing and plagiarism by completing a quiz Provide and receive feedback on your group social media essays and an exemplar social media essay Acquire a better understanding of ESG and the assessment 1 task Lesson focus: Language features of academic writing Remember the diagnostic quiz in Week 1? Task 1: Read the following excerpt and determine where the excerpt could have been taken from. The choices are ACADEMIC JOURNAL ARTICLE or WEBSITE BLOG. Afterwards, provide at least two pieces of linguistic evidence from the excerpt to support your answer. Task 1: Read the following excerpt and determine where the excerpt could have been taken from. The choices are ACADEMIC JOURNAL ARTICLE or WEBSITE BLOG. Afterwards, provide at least two pieces of linguistic evidence from the excerpt to support your answer. The text was taken from an academic article because • The noun phrases in this text are longer and contain more information, e.g. “apriori ideas … the corporate context”. • No pronouns are used in this text, which is generally true of academic texts • Use of passive voice to focus on an idea rather than indicating the subject of the action or the idea, e.g. “should be managed”, “reported in studies”, “it is of particular importance” • Use of hedging to maintain a cautious tone, e.g. “there does not appear to be” Basic features of academic texts v relatively complex (and longer) sentences v relatively complex noun phrases v vocabulary suitable for an educated audience v citations and references (UPDATED NES = within 10 years) In contrast: o NO rhetorical questions, e.g. Why should companies care about social responsibility? o (usually) NO explicit mentioning of the reader (e.g. You should consider…) o NO contracted forms (don’t, won’t, that’s why) o NO colloquial / metaphorical expressions Identifying common academic linguistic features You will receive the Academic Linguistic Features document. In groups, find examples from the journal article Audience, purpose, context 1. Who is the audience of an academic text? What do THEY expect? 2. What are the purpose(s) of writing an academic text? What linguistic features are used to achieve such purpose(s)? 3. What is so special about the context of academic writing? What linguistic features are considered appropriate in this particular context? Working on your group social media diagnostic essay Group writing task: Is social media beneficial to company performance? Write 800-1,000 words. Suggested structure: 5 paras, i.e. Intro, 3 body paragraphs and Concl Complete essay by Monday, 10th Feb Email it to me when done and mention the names of group members You will also practise giving feedback to each other (peer review) Importance of feedback Comments are so vague that it’s not helpful • We will implement a researched feedback model in this course, which has been found to increase the quantity, relevance, and specificity of feedback (Min, 2005) My classmate’s writing is worse than mine • Evidence showing that some improvement in writing occurred among more advanced proficiency students, although not as much as less proficient students as a result of giving feedback (Lundstrom & Baker, 2009) I’m always giving a lot of feedback but receive so few comments from others • Benefits to giving feedback: reviewers develop knowledge of writing criteria to help themselves monitor their own writing (Cho & Cho, 2011) • Rotating groupmates and other classmates will help elicit more feedback • Availability of the teacher to provide feedback to texts that have already been self-evaluated or peer evaluated What feedback would you give to this paragraph? CSR has many parts. The parts are social, economical, and cultural. Pat (2005) said there is definitely no relationship between CSR and company performance. Wong (2007) also thinks this. Other research has also been done. For example, Johnson (2008) collected data and analyzed it using the micro-macro correlation social model. The financial doom and gloom of 2008 was a result of a lack of CSR. What feedback would you give to this paragraph? CSR has many parts. The parts are social, economical, and cultural. Pat (2005) said there is definitely no relationship between CSR and company performance. Wong (2007) also thinks this. Other research has also been done. For example, Johnson (2008) collected data and analyzed it using the micro-macro correlation social model. The financial doom and gloom of 2008 was a result of a lack of CSR.
[Department of Technology Management and Innovation] [IE 6113] [Quality Control and Improvements] [Spring 2025] Course Pre-requisites. Students need to have good concepts of probability and statistics. Course Description This course provides students with a foundation in quality control and improvement. The course will cover various topics from quality management, such as cost of quality, quality assurance, and quality management. Emphasis is on the essential quality control tools such as control charts and their use, acceptance sampling. A term project is required at the end of this course. The project must include a detailed analysis of materials covered during the semester. Course Objectives The course intends to prepare students for understanding and applying quality control methods and improvements techniques for both service and manufacturing industries. At the end of the semester, the students should be able to: · Understanding the various philosophy and fundamentals of quality and being able to apply the concepts of total quality management, six sigma, and quality systems and standards. · Understanding the general principles underlying the various types of control charts and, why it works, how to interpret results and how to decide which method to use in any case. · Understand the sampling theory and the uses of sampling tables and define the right sampling plan for any area. · Understand the principle of Reliability and it is various application and implication during product design. · Understand the principles of design of experiments on improving product quality. Course Structure This course will be delivered via a series of lectures and discussions in quality control and improvements methods. The course focuses on both manufacturing and services industries. Students are responsible for reading the associated chapters and assigned cases and reviewing key concepts, terms, definitions, discussion questions, and topics. There will be a team project toward the end of the semester that focuses on the covered topics. · COURSE MGT Announcements, notes, resources, assignments, schedules, and due dates will be posted to NYU Brightspace. Readings The required textbook for the course is: 1. “Fundamentals of Quality Control and Improvement,” 5th editions 2021, Amitava Mitra), 13: 978-1-119-69233-1 Reference textbooks: (Should be found in School Library) 1. “Statistical Quality Control” 7th edition, E. Grant, R. Leavenworth ISBN: 0 – 07 – 043555 – 3 2. “Modern Methods for Quality Control and Improvement” 2nd edition, H. Wadsworth, K. Stephens, A. Godfrey), ISBN: 0 – 471 – 29973 – 1 3. “Introduction to Statistical Quality Control” 8th edition, Douglas C. Montgomery ISBN: 978-1-118-98915-9 (PBK), ISBN: 978-1-119-39911-7 (EVALC) 4. “Design and Analysis of Experiments” 8th Edition, Douglas C. Montgomery ISBN: 978 – 1 – 118 – 14692 – 7 Additional Reading Sources and software: (database available through library) American Society for Quality (ASQ) website Minitab Software IIE Transactions / Quality Journal “Lean Six Sigma Pocket” (Tool Book) By; Michael L. George, David Rowlands, Mark Price, John Maxey Course requirements Course requirements All course materials are posted on the Brightspace course web page. Students are expected to read lecture materials before class · Class attendance is mandatory · HW will be assigned and submitted electronically · HW should be submitted before the beginning of each class · HW will not be grades it is part of participation and will be discussed inside the class · Exams will consider all materials covered in lectures, which may not be in the textbook. · Students are responsible for quantitative problems to the extent those problems are covered in class or homework · Final Exam will be cumulative Policy All participants are expected to always handle themselves with professional conduct. Students are expected to adhere to all university policies and uphold academic integrity throughout the course. · If a student with a disability is requesting accommodations, please contact New York University’s Moses Center for Students with Disabilities at 212-998-4980 or [email protected].You must be registered with CSD to receive accommodations. Information about the Moses Center can be found at www.nyu.edu/csd. The Moses Center is located at 726 Broadway on the 2nd floor. · If you are experiencing an illness or any other situation that might affect your academic performance in a class, please email Deanna Rayment, Coordinator of Student Advocacy, Compliance and Student Affairs: [email protected]. Deanna can reach out to your instructors on your behalf when warranted. The NYU Tandon School values an inclusive and equitable environment for all our students. I hope to foster a sense of community in this class and consider it a place where individuals of all backgrounds, beliefs, ethnicities, national origins, gender identities, sexual orientations, religious and political affiliations, and abilities will be treated with respect. It is my intent that all students’ learning needs be addressed both in and out of class and that the diversity that students bring to this class be viewed as a resource, strength, and benefit. If this standard is not being upheld, please feel free to speak with me. The Department of Technology Management and Innovation does not permit remote attendance in any of its fully on-campus course sections. If you encounter a situation that will prevent you from attending your classes in person for more than one session, you should reach out to your Academic Advisor as soon as possible to discuss the available options (Term Withdraw, Leave of Absence, etc.). If you are sick and unable to attend a single session, you should contact your classmates for any notes or materials that you may have missed. If you require an excused absence to make up an assignment, please contact the Office of Student Advocacy to apply for one. Please note that if it comes to the attention of the department that you have not been attending your classes, but have been submitting work remotely, you will be subject to total withdrawal from these classes with potential full tuition and fee liability. Grading · Discussion, participation, [15%] · Attendance, [10%] · Term Projects [05/09/2025], [15%] · Midterm Exam [05/21/2025], [25%] · Final Exam [05/14/2025], [35%] Grade range: Total 50 65 70 75 80 85 90 95 Grade F C C+ B- B B+ A- A Part I: [Philosophies and Fundamentals] [01/22/2025] Session 1 “Introduction and Overview to Quality.” · to define quality as it relates to the manufacturing and service sector, · to introduce the terminology related to quality · to set up a framework for the design and implementation of quality · discuss total quality management, six sigma, and quality systems and standards · discuss the three functions: quality planning, quality assurance, and quality control and improvement · Reading Chapters 1 o pp. 2 to pp.45 Part II: [Statistical Foundations and Methods for Quality Improvement] [01/29/2025] Session 2 “Statistical concepts and techniques in quality control and Improvement.” · to review different statistical concepts and techniques · to learn how to use descriptive statistics based on collected data in quality. · to learn how to use inferential statistics to conclude a product or a process parameters performance through statistical analysis · to review some important probability distribution and their assumptions · be able to select an appropriate probability distribution for use in specific applications · use an approximation for some probability distributions · Reading Chapter 4 o pp. 153 – pp. 214 [02/05/2025] Session 3 “Data Analysis and Sampling.” · to expand on the various descriptive and inferential statistical procedures · learn how to analyze empirical data graphically since they provide comprehensive information and are a viable tool for analysis of product and process data · to test and identified a distributional assumption · to present a method for testing the validity of a distributional assumption · to discuss some transformations to achieve normality for variables that are nonnormal · Learn how to handle issues of determination of sample size is of paramount importance in quality · Identify Deming’s kp rule that minimizes average total cost of inspection is presented · Reading Chapter 5 o pp. 233 – pp. 244 o pp. 260 – pp. 268 o pp.270 – pp. 274 Part III: [Statistical Process Control] [02/12/2025] Session 4 “Statistical process control using control charts.” · To provides the necessary background for understanding statistical process control through control charts · to introduce the principles on which control charts are based. · what are the basic features of the control charts, along with the possible inferential errors and how they may be reduced, are presented · To understand the various types of out-of-control patterns · Reading Chapter 6 o pp. 287 – pp. 307 [02/19/2025] Session 5 “Control Charts for Variables.” · to introduce the principles on which variable control charts are based · to define the basic features of variable control charts, along with the possible inferential errors · to understand the statistical basis of variable control charts and design it · to learn how to set up variable control charts and interpret patterns · to define the different types of variable control charts · to learn how to set up and use control charts for individual measurements · to understand the rational subgroup concept for variables, control charts · Advantages and disadvantages of variable chats · Reading Chapter 7 o pp. 311 – pp. 341 [02/26/2025] Session 6 “Special Control Charts Topics.” · know how to set up and use the CUSUM control charts · design CUSUM control charts for the mean to monitor the process · know how to set up and use EWMA control charts · design EWMA control charts for the mean · understand the performance advantages of CUSUM and EWMA · set up and use control charts for a short production run · set up and use control charts for a short production run · Reading Chapter 7 o pp. 342 – pp. 357 [03/05/2025] Session 7 Mid Term Exam [03/12/2025] Session 8 “Control Charts for Attributes.” · to understand the statistical basis of attribute control charts and design it · to learn the different attribute control charts (p-chart, np-chart, c- charts, and u- charts) and set up the correct control chart for defects and nonconforming · to learn how to interpret patterns on attribute control charts · Advantages and disadvantages of attributes chats · Reading Chapter 8 o pp. 405 – pp. 448 [03/19/2025] Session 9 “Process Capability Analysis I.” · to present and learn how analyze whether a process or product or service meets the specifications required by the customer · to define measures that indicate the ability of the process to meet specifications; these are, in some sense, measures of process performance · to present some of the commonly used process capability measures, demonstrate procedures for their computation, interpret them, and discuss any associated assumptions. · to discuss methods for discrete variables satisfying the binomial or Poisson distribution, capability measures are also discussed · Reading Chapter 9 o pp. 469 – pp. 498 [03/26/2025] No Classes Spring Break [04/02/2025] Session 10 “Process Capability Analysis II.” · to learn methods to how to handle the measuring instrument, · to be able to set measures of precision of the instrument as well as the impact of various operators who use the instrument are also of interest, and appropriate measures are presented. · learn how to conduct Reproducibility and Repeatability analysis (Gage R&R) · Reading Chapter 9 o pp. 499 – pp. 510 [04/09/2025] Session 11 “Reliability.” · to expose reliability calculations of systems, with a variety of components, · understand the different systems configurations · to understand the concept of standby components and their impact on system reliability · to demonstrate the use of reliability and life testing plans and develop parameter estimates through sampling plans · Reading Chapter 10 o pp. 527– pp. 551 [04/16/2025] Session 12 “Quality Assurance Methods” · Handout [04/23/2025] Session 13 “DOE – ANOVA and Factorial Design.” · to understand how designed experiments can be used to improve product design and improve process performance · to be able to analyze and estimate the main effect and interactions of factors · to understand the factorial design concept and how to use ANOVA to analyze data from factorial designs · how DOE is used to reduce the cycle time required to develop new products and processes · to be able to construct and interpret contour plots and response surface plots. · Reading Chapter 11 o pp. 595 – pp. 622 [04/30/2025] Session 14 “Project Presentations and Course Review.” [05/14/2025] Session 15 “Final Exam.”
DEPARTMENT OF ACCOUNTING AND FINANCE AG930 Advanced Theories in Finance (PhD) 2023/24 CLASS DESCRIPTION The class examines different econometric approaches for evaluating asset pricing models. CLASS AIMS This course is designed for doctoral students specialising in finance and the aim is to introduce students to Asset Pricing, and the related empirical methods. Students are expected to take this module in the first year of their doctoral (MRes) programme. LEARNING OUTCOMES Subject-specific knowledge and skills On completing this class the student will have the ability to: A.1 Understand the time-series regression approach to evaluate linear factor models. A.2 Test linear factor models using Matlab and interpret the resulting empirical findings. A.3 Explain the factor spanning regression tests. A.4 Discuss the alternative econometric approaches to evaluating the performance of linear factor models. Cognitive abilities and non-subject specific skills During the class you will: B.1 Develop academic skills in reading and understanding academic research papers. B.2 Develop computational skills in undertaking empirical research through the use of Matlab in the areas covered by the class that are also applicable to other areas of Finance. B.3 Develop analytical skills in interpreting empirical findings and recognising some of the limitations faced by empirical researchers. B.4 Exercise independent judgement in assessing what are relevant research papers and in the evaluation of research findings. ASSESSMENT The modes of assessment are: Coursework 100% TEACHING AND LEARNING The teaching and learning strategy adopted in the class to meet the learning outcomes employs a variety of approaches. Students will learn through directed reading, independent reading, formal class contact, undertaking empirical analysis through the problem sets, and electronic resources. The class contact for this class will be 20 hours. REQUIRED READING There will also be readings from journal research articles which will be given in class. LECTURE PROGRAMME The following topics will be considered: 1. An introduction to linear factor models. 2. Using the time-series regression approach to evaluate linear factor models. 3. Alternative approaches to testing linear factor models. a) Traditional b) Generalized Method of Moments c) Bootstrap Methods d) Bayesian
553.420/620 Intro. to Probability Assignment #4 4.1. A bag has 4 coins in it: 2 are fair coins and two are loaded coins. Each loaded coin comes up heads with probability 3/1. If we select two coins uniformly at random from this bag and flip them, compute the probability we get two heads. 4.2. If Taylor studies very hard there’s a 90% chance she will ace the exam. If she doesn’t study very hard, there’s only a 40% chance she’ll ace the exam. Past experience dictates that Taylors studies very hard for exams 20% of the time. If Taylor doesn’t ace the exam, what’s the probability Taylor studied very hard for it? 4.3. Three independent events A, B and C occur with probabilities P(A) = .5, P(B) = .75, and P(C) = .2, respectively. (a) If at least one of the three events occurs, what is the probability that only A occurs? (b) If exactly one of the three events occurs, what is the probability that A occurs? 4.4. (a) There is another notion of independence called conditional independence. We say A and B are conditionally independent given C provided P(A∩B|C) = P(A|C)P(B|C). That is, A and B are inde-pendent with respect to the probability law P(·|C) (and not necessarily the unconditional probability P(·)). Suppose A and B are conditionally independent given C. Show that P(A|B ∩ C) = P(A|C). You may assume P(C) > 0 and P(B|C) > 0. (b) A box has two coins (one fair, the other comes up heads with probability 3/1). You grab a coin uniformly at random and flip it twice. Let H1 (resp., H2) be the event that the first (resp., second) toss shows heads. Show that P(H1 ∩ H2) = P(H1)P(H2) – so that these events are not independent. Remark. Note that if F is the event you pick the fair coin, then P(H1 ∩ H2|F) = P(H1|F)P(H2|F) and P(H1∩H2|F c ) = P(H1|F c )P(H2|F c ) and H1 and H2 are conditionally independent given we know which coin we selected. 4.5. You roll a die repeatedly. If at least one 5 occurs before the first 6, what’s the probability the 6 happens on the third roll? What’s the probability that the first six occurs before the first 5? 4.6. An urn has 4 balls: 1 white, 1 green and 2 red. We draw 3 balls with replacement. Find the probability we did not see all three colors. Try answering this two ways: one way using inclusion exclusion, another way by considering the complement event. 4.7. There are k people who are going to draw chips from a box containing n chips numbered 1,2,3,. . . ,n. Each person selects r chips without replacement, notes their selection, and, when they are done, they replace the chips back into the box for the next person until all k have made their selections. (a) What’s the probability all k selections have at least one chip number in common?† (b) Now, let 0 < m ≤ r and suppose the box has m special chips. Write an expression for the probability that all k people drew the special chips. (c) (continued from (b)) Write an expression for the probability that none of the people drew the special chips. † Hint: If we define Ci to be the event that all k people select chip number i, then ∪n i=1 Ci is the event that there is at least one chip number that all k people select. 4.8.* (a) Each day (5 days per week, 52 weeks per year) Lucy buys a $5 Scratch-off Lottery ticket that claims there’s a .0001 chance of winning the jackpot of $10,000. If we let Wi be the event that Lucy wins the jackpot on the ith lottery ticket, compute the probability that Lucy wins the jackpot (at least once) in 8 years of playing. How much money would she have spent buying the lottery tickets for these 8 years? and, how does this compare with the jackpot? (b) How many days would Lucy need so that the probability she wins the jackpot at least once in her lifetime is at least 50%? * You’ll need a calculator to ultimately compute the values in this problem. You’ll also need to make an assumption about the events W1, W2, W3, . . . . Assume Lucy will continue playing this lottery each day regardless of whether she wins or loses in previous days. 4.9. (a) Explain why (2n n) = ∑n k=0 (n k)2. (b) A and B toss a coin n times. Compute the probability they each toss the same number of heads. (c) (continued from part (b)) By symmetry, the probability that A tosses fewer heads than B and the probability that A tosses more heads than B are the same, call this common probability p. Use this fact and part (b) to compute the value of p. (d) A tosses a coin n + 1 times and B tosses a coin n times. A wins if A tosses more heads than B. Compute the probability that A wins by conditioning on the state of the game after A and B have each tossed their coins n times.
CE339 Assignment 2: “Pacman” video game Assignment objectives This document specifies the second coursework assignment to be submitted by students taking CE339. This assignment is more challenging than the first one and it is meant to provide an opportunity to improve the knowledge of the VHDL language and, more importantly, to design a digital “system” . You will be expected to learn to: a) implement digital system design in VHDL code; b) synthesise and download it to the target hardware; c) test, debug, and verify that the design meets the specifications; d) report about your design. You are required to design code for your target hardware (a Digilent Basys3 board with a Xilinx FPGA) in order to implement a design that meets the specifications (below). You are required to submit working and correct code and you are strongly encouraged to use a modular coding style (allowing for greater flexibility, maintainability, modularity, and reusability). To show that you master all aspects of the language, your code should prevalently use concurrent statements for combinatorial circuits and sequential code for sequential circuits. Additionally, the use of non- standard packages (e.g. STD_LOGIC_ARITH, STD_LOGIC_UNSIGNED, STD_LOGIC_SIGNED) and BUFFER ports is forbidden, while the use of INOUT ports is accepted only when strictly necessary. You are supposed to gain familiarity with VHDL coding during the supporting CE339 lectures and through self-study hours, also with the help of the recommended textbooks or any other book about VHDL. You are expected to work on this assignment mostly during lab hours. Your design project should be stored under the GitLab repository that was assigned to you at the beginning of the course. You are supposed to commit often and describe your progress in the commit messages. In order to promote a learning scheme that values the learning process in addition to the submitted final design, your weekly progress (as traced back by the commit logs) will contribute to your assignment mark. Design specifications Your task for this assignment is to implement a “Pacman” video game. To make the assignment feasible within the time frame available for this module, you are not required to implement the full game, but only a simplification of it. The basic layout should include pacman, some pac-dots, and the enemies. The shapes repre- senting these elements can be very simple, like those in the mock-up in Figure 1. Ideally all these sprites should be placed in random positions at the beginning of the game. The four buttons of the Basys3 board can be used to move pacman (represented as a yellow circle in the figure) within Figure 1: Mock-up for the simplified “Pacman” game, final result of this assignment. the play area (there are no walls in this simplified version of the original game). The purpose of the game is to collect the pac-dots (represented as pink smaller circles in the figure) without being hit by the enemies (coloured squares in the figure). For simplicity, each enemy moves at constant speed either in horizontal or vertical direction and can fly over other enemies and pac-dots. These specifications should be intended as guidelines and should not constrain you from improv- ing the game by designing better graphics, implementing more realistic physics, adding walls, and introducing other modifications that you think would result in a better “product” . Report You should write a report introducing the project and then describing your codings and designs for the assignment. It should first describe the design at a higher level and then detail the implemen- tation of each module in a top-down fashion (rather than in chronological order). Also report if your code worked at the first attempt, what was wrong and how you fixed it. The repository log (if you used it properly) should help you considerably in this task. Your report should also include a discussion of design alternatives that you considered and the motivations for your final choice. Your document should have a title page and be sub-divided into appropriately headed sections. It MUST contain references to material used in your work (e.g., VHDL code or information available in books or on the Internet). All of the VHDL code submitted should be included in the report in the form of code appendices and be typeset in Courier font (or a suitable fixed-width alternative font of your choice). Your report should consist of approximately 1500–2000 words of narrative (i.e. excluding references, code fragments, pictures, diagrams and schematics). Please write registration number and word count on the title page of your report. Submission Your work must be submitted to the university’s online FASer submission system at the address https://faser.essex.ac.uk/ by the deadline given on the system. No other mode of submission is acceptable. You are strongly advised to upload a draft submission before the last lab hours prior to the deadline, and then update it up to the deadline. You are required to submit one ZIP archive containing the following files: 1. All source files needed to synthesize your project (but not the temporary files created by Xilinx); 2. A report document submitted in PDF format. DO NOT SUBMIT THIS FILE IN .DOC OR .DOCX OR SIMILAR FORMATS - SUBMIT PDF. 3. Your repository log in .TXT format. 4. If you want (in your own interest, see next section), submit a .TXT or .PDF file with the transcripts of relevant forum discussions you contributed to. DO NOT WAIT UNTIL CLOSE TO THE DEADLINE TO MAKE YOUR FIRST SUBMIS- SION. Difficulties with the submission system will not be accepted as an excuse for a missing submission. Marking criteria This assignment is worth 40% of the module mark. Marks will be awarded for the VHDL code, including coding style and quality. In addition to the submission, each student will be expected to demonstrate and explain her/his design with confidence and competence during a demo lab session. Marks will be assessed based on: • Implementation – Quality of the implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10% – Modular design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6% – Generic and re-usable code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6% – Proper use of comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6% – Steady progress, adequate use of GIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6% – Quality and confidence of demonstration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20% • Report – Correctness and completeness of report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12% – Clarity of presentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12% – Organisation of report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .12% – Quality of diagrams and schematics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8% • Others – Compliance with submission instructions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2% Marks below 100% can earn additional credits if the student actively engaged in forum discus- sions asking pertinent questions and giving competent answers to questions raised by classmates. Late Submission and Plagiarism Please refer to the Students’ Handbook for details of the Departmental policy regarding submission and University regulations regarding plagiarism.
Sample of a Quantitative Report SOC 108A Research Traditions 1. Introduction: Begin your research report by identifying the social phenomenon that you studied. Why is this topic important? This section must include at least 5 references about the topic from previous research published in peer-reviewed journals or in academic outlets in the last three years (3 points) Guns culture in America is pervasive. Based in data from the Small Arms Survey, conducted in 2017, the United States is the country with the highest civilian gun ownership in the world (e.g., 120.50 civilian guns per 100 people, compared to 19.6 in France and in Germany) (Karp 2018). The right to bear arms is granted to American in the Second Amendment to the Constitution of the United States, which was originally written to protect the right of private citizens to bear arms to form a citizen militia that could overthrow a tyrannical power, right that includes self-protection. Gun ownership in the United States has increased steadily. For example, between 2000 and 2013, purchases of pistols and rifles grew from about 1 million to about 4 million annually (Karp 2018). By 2023, about four in ten U.S. adults have a gun in their household, with men more likely than women to own a gun (40% vs. 25%) (Pew Research Center 2023), with protection cited as the main major reason for gun ownership (Gallup, 2023; Pew Research Center 2017). It is worth noting that previous research has consistently found a gender difference in terms of opinions about gun control and gun ownership, where women are more likely to favor gun regulation (compared to men) and less likely to own guns (Goss 2017; Goss 2006). Nationally representative data collected in 2023 show a clear partisan divide regarding gun ownership and policies supporting gun control. These data provide evidence that compared to Republican and Republican leaners, Democrats and Democratic leaners are more likely to report that (1) “it is too easy to legally obtain a gun in America” (86% vs. 34%), (2) gun violence is a big problem (81% vs. 38%), and that (3) they favor stricter gun laws (86% vs. 28%) (Pew Research Center 2023). In terms of gun ownership, they are less likely to own a gun compared to Republican and Republican leaners (20% vs. 45%). Yet, it is worth noting that some scholars have found that this partisan divide deepened during the Obama administration, and was not as important before (Miller 2019). While in 2016, the Republican Party Platform called for a strong defense of gun rights and rejection of gun control reforms, in the 2020 Democratic Party Platform politicians called for ending gun violence through gun control measures (Hansen & Seppala 2023). 2. Research question: State clearly your main research question, and your hypothesis about the relation between dependent variable and independent variable (3 points) The focus of the analysis will be to examine the following research question: “Does political party affiliation influence opinions/behaviors about guns?” To answer this question, I use data from the General Social Survey collected in 2022. I used two dependent variables to examine this question: (1) gun ownership, (2) opinions about permit requirements to buy a gun. Therefore, I use two questions from the GSS. The first question asks “Do you happen to have in your home any guns or revolvers?” with possible answers 1.Yes, 2.No, 3.Refused. And a second question that asks “Would you favor or oppose a law which would require a person to obtain a police permit before he or she could buy a gun?” with possible answers 1.Favor, 2.Oppose. The main independent variable in the analysis is political party affiliation. The GSS asks “Generally speaking, do you usually think of yourself as a Republican, Democrat, Independent, or what?” with possible answers 1.Strong democrat, 2.Not very strong democrat, 3.Independent, close to democrat, 4.Independent (neither, no response), 5.Independent, close to republican, 6.Not very strong republican, 7.Strong republican, 8.Other party. For the purpose of this analysis, I will collapse Political Party Affiliation in three categories: 1. Democrats (by adding up categories 1. and 2. from the previous variable), 2. Republicans (by adding up 6. And 7. from the previous variable), and 3. Independent and Other (by adding up 3., 4., 5., and 7.). As part of this examination, I also investigate if gender moderates the association between political party affiliation and opinions about guns. Specifically, I ask “Does these associations vary by gender?” Based on previous evidence, I hypothesize that Democrats will be more likely to favor gun control and less likely to own guns compared to Republicans, and that the association will be stronger for women than for men. 3. Data: Describe your sample (provide descriptive statistics of the variables you are using in the analysis, this may include univariate distributions, and graphs) (4 points) Table 1 and Figures 1 and 2 show that among the U.S. population 18 or older, 61% are not gun owners and that 70% favor gun control. Our sample is comprised by 30% Democrats, 24% Republicans, and 47% Independents and from Other parties; furthermore the sex composition of the sample is 50% male and 50% female. 4. Methods: Based on this explain which are the relevant cross-tabulations and statistical tests you are going to use to test these associations. Then explain which are the moderator variables that you will examine and the strategy you will follow to check whether the moderator variables alter the main association of the analysis. (5 points) To examine my main research question, I conduct my analysis for one of the dependent variables (i.e., gun ownership), and then I repeat the same analysis for the other dependent variable (i.e., opinions about gun control). My analytical strategy in both cases include the following steps: Step 1: The examination of a contingency table to check if there are variations in gun ownership/ opinions about gun control based on political party affiliation. Step 2: Estimate a Chi2 test to check if the observed association between gun ownership/ opinions about gun control and political party affiliation is statistically significant. Step 3: Examine if gender moderates the association between gun ownership/ opinions about gun control and political party affiliation. To do this, I stratify the sample by gender, and perform steps 1 and 2 only for females, and then perform steps 1 and 2 only for males. 5. Findings: Present your findings, by describing the patterns in your tables and in your graphs. Were your hypotheses supported by your findings? The graphs and tables that the onlinedata analysis system produces are not very visually appealing. Re-do the graphs and tables in either Word or Excel by presenting the relationships in your study in a straightforward and visually appealing way. Make sure to paste your tables and your graphs in the write-up of your report. (5 points) ● Bivariate analysis Table 2 shows contingency tables that examine the association between the two dependent variables and political affiliation. We observe that Democrats and Independents are less likely to own a gun compared to Republicans, specifically only 26% of Democrats own a gun versus 52% of Republicans. Based on a Chi-square test of joint significance I found that the association is statistically significant (p-value
EE6307 HOME ASSIGNMENT 1 1 (a) Design and size a Miller-compensated 2-stage op-amp in the TSMC18 process that matches the Reid amplifier (2003) specifications with passband gain = 100 (i.e. 40dB), bandwidth = 7kHz and UGBW = 700kHz (all within ±10% margin). The first stage input Gm required will be based on your Matriculation number. If the Last digit of your Matriculation Number is Odd, design for Gm = 1 mA/V. If the Last Digit is Even, design for Gm = 0.1 mA/V. For example: G2212345J Gm = 1 mA/V G2212346J Gm = 0.1 mA/V The choice of input transistors will depend on the last Letter of your Matriculation Number. Letters A-F must use NMOS inputs, and Letters G-Z must use PMOS inputs. For example: U2212345{A-F} Use NMOS inputs U2212346{G-Z} Use PMOS inputs (i) A template for the Reid amplifier is given, with only the first stage of the opamp subcircuit provided, that you need to complete with a second stage. (ii) Use the TSMC18 curves provided to size all NMOS transistors set to have the same Wn, Ln values and all PMOS transistors set to have the same Wp, Lp values as parameters specified in the top-level simulation. All unknown parameter values are initially set to 1u by default as shown below. Do not modify the following: • PMOS pseudo-resistors provide the DC biasing on V+ and V- with Lr=4um and Wr=1um to provide very high resistance > 1GΩ . • Supply voltage VDD = 2V, DC ground reference Vref= 1V (equivalent to a ±1V low-voltage dual-supply) • Output load capacitance CL = 10pF • Capacitor divider {C1} = 20pF and {C2} = 0.2pF for {C1}/{C2} = 100 (iii) Show all calculations how you derive the final Ibias parameter value (noteID for each input transistor will be Ibias/2) along with any Miller compensation component values (Rz, Cc) if required. (iv) Explain all the design requirements you used to achieve closed loop stability. (v) Show a screenshot or a drawing of your final op-amp configuration, with all the component values labelled clearly. (b) Simulate your design in LTspice17 to verify if your hand calculations are correct. Note you cannot use LTspice24, as it does not record the AC small signal parameters in the .log file. So you mustinstall LTspice17instead, highlighted below. For more details about the bug in LTspice24, please visit this link. Attach screenshots of the following: (i) .AC simulation of Vo from 0.1 Hz to 100MHz (ii) .NOISE simulation from 0.1Hz to 50kHz as given, with the total integrated output noise calculated like shown below. (Hold Ctrl- and click on the onoise label at the top of the graph to integrate the curve) (iii) Your .log file with the .MEAS results and timestamp from the .AC simulation as shown below. (iv) Finally, attach a screenshot of the input transistors AC small signal parameters from Id to Gmb values (showing anNMOS input pair highlighted below) And also show the AC small signal parameters from Id to Gmb for the common source second stage amplifier (showing PMOS below) Explain any significant differences from your hand calculations in part (a).
CEE 6550 --- HW 2 1. Consider the conservation of mass for a scalar in a well-mixed reservoir. The scalar is consumed by a first order reaction with rate coefficient, k = -0.01 d-1: a. write a conservation of mass equation for this case. b. Derive an analytical expression for (remaining) mass as a function of time. c. Compute the half-life of the scalar d. Compute the e-folding lifetime, which is when 1/e remains (where e is the irrational number forming the base of the natural log). 2. Several decades ago there was great concern about the growing ozone hole in the atmosphere. The cause was attributed to Chloroflourocarbons (CFC-12) and this led to regulations that controlled their production and use. CFC-12 breaks down in the atmosphere (due to photolysis) with a lifetime of 100 years (i.e. k = -0.01/yr). The mean atmospheric concentration of CFC-12 at one point (before regulations) was about 400 ppt and was increasing at a rate of 4%/yr. a. Write an integral conservation of mass expression for total CFC-12 in the atmosphere (i.e. a single control volume). b. Estimate the rate of emissions [E, in kg/yr] to the atmosphere for a time prior to emission regulations. Be sure to state any assumptions and estimates needed along the way (such as mass or number of moles or air in the atmosphere, molecular weights, etc) c. Now we want to look at transients. Annual time series of CFC12 is shown in the figure. Download the annual time series of CFC concentration from the Canvas site and use the C(yr) and the mass balance equation to estimate an historical time series of annual emissions rates. d. Give an example of another problem where such an approach would be useful (i.e. monitoring rate of change of concentration to infer emission rate). 3. Consider the rise of liquid in a capillary tube. You want to estimate the maximum rise. You decide it must depend on the surface tension, the diameter of the tube and the specific weight o the liquid. a. What are the significant dimensionless parameter(s) in this problem? (follow a formal approach). 4. Spend some time reading and thinking about the analysis in the attached paper and discuss with one or more classmates. Does the result make sense? Do you understand the logic of getting to this? Can you think of analogous applications? Electric cars and batteries? See more on this at http://www.sciencebits.com/rowers
FACULTY OF DATA SCIENCES AND INFORMATION TECHNOLOGY INDIVIDUAL ASSIGNMENT Module MST6202- INNOVATION AND KNOWLEDGE MANAGEMENT Session SEPTEMBER 2024 Coursework Type Individual Assignment Percentage 40% out of 100% Hand-out Date 3rd October 2024 Due Date 27th October 2024 Course Learning Outcomes Assessed: CLO1 Demonstrate advanced knowledge and specific technologies to solve the specific business challenge. (C3, PLO1) CLO2 Evaluate innovation as a driver for change management and a core concept for business Improvement. (C5, PLO2) CLO3 Synthesize knowledge management as a core competency within contemporary business paradigms. (A4, PLO10) Description of Individual Assignment The outcome of this assignment is to understand the strengths, weaknesses, opportunities, and threats in an organization from the knowledge management viewpoint. The weightage of this assignment will be equivalent to 40% and will be carried in the coursework marks distribution. ASSIGNMENT QUESTIONS Knowledge Management in Practice & Knowledge Management Strategy Knowledge management (KM) is a collection of activities, processes and policies that help organizations apply knowledge to improve effectiveness, innovation, and quality. KM can be defined as a collaborative and systematic process for acquiring, creating, synthesizing, and sharing information, insights, and experiences to achieve organizational goals. It can be applied to various industries. Please choose ONE (1) of the following industries: - 1. Research institutions 2. Human resources and talent management 3. Insurance 4. Healthcare 5. Military 6. Services 7. Manufacturing 8. Education 9. Agriculture 10. Music Based on the chosen industry, you are required to complete the following tasks: i) Describe the business process of an organization. You can refer to articles, and journals or browse various websites and select an organization that discusses their business process. ii) Identify the existing knowledge mechanism used in the organization. What are the impacts of the practice knowledge mechanism? iii) What is the level of knowledge management innovations in the organization? iv) Identify and discuss business issues or problems arising in the organization. v) Describe an applicable KM solution to solve business issues or problems in (iv). vi) Explain your choice of the KM foundation to support KM solutions that you adopt in part (v) vii) You might need to use an information technology application as one of the KM solutions to support the business issues or problems identified in (v) and (vii). You may also find that the problems would not be solved only by using that particular information technology application. In this case, please explain clearly and why. SUBMISSION You are required to submit the softcopy of the assignment tome via Canvas LMS. The last day of submission will be on 27th October 2024. REPORT Students should include the following in the assignment report: i) Cover page ii) Student declaration iii) Rubric iv) Report Content v) References vi) Turnitin/Safe Assign report ASSIGNMENT REPORT FORMAT Please refer to and implement the report format guidelines below for this report assignment: • Use 70g A4 size paper, each page of the assignment must be printed single-sided. • Adhere to the following word processing requirements: i. All headings should be capitalized, bold, and left-aligned. Tab = 1cm ii. All paragraphs must be fully justified with 1.5 line spacing. iii. All text must be typed in font type “Times New Roman”, text size 12. iv. Include details for your name, student matriculation number, and assignment title in your frontpage. v. Do not include unnecessary information such as logo, date, and assignment title in the header and footer section of each page. You are only allowed to insert apage number in each page's bottom right footer section. vi. Remember to spell-check your assignment. vii. Margin for each page as follows (use Microsoft Word): Top : 3.0 cm Footer : 1.25 cm Bottom : 2.5 cm Header: 1.25 cm Left : 3.8 cm Gutter : 0 cm Right : 2.5 cm
ALTERNATIVE INVESTMENTS FRE-GY 6921 SPRING 2025 Homework 2 Due by Sunday February 16th TRADING STRATEGIES Consider the daily opening and closing prices of SPY (S&P 500) starting January 2nd, 2022until September 20th, 2024. You can download the prices from Yahoo Finance. You have $100,000 capital to start with. For each trade the size of your trade in absolute terms should be as close but not more than the available capital at the time of the trade 1. Mean Reversion Strategy Consider the following strategy If Si-2 > Si-1 > Si buy SPY at the open on day i+1 and sell it at the closing price of that day. If Si-2 < Si-1 < Si sell short SPY at the open on day i+1 and buy it back at the closing price of that day. Do nothing otherwise For this strategy: a) Plot daily Profit & Loss (P&L) b) Plot cumulative P&L c) What is maximum daily draw down d) For days that you have traded, what is the mean and standard deviation of your return (annualized) 2. Momentum Strategy (Trend following) Consider the following strategy If Si-2 > Si-1 > Si sell short SPY at the open on day i+1 and buy it back at the closing price of that day. If Si-2 < Si-1 < Si buy SPY at the open on day i+1 and sell it at the closing price of that day. Do nothing otherwise For this strategy a) Plot daily Profit & Loss (P&L) b) Plot cumulative P&L c) What is maximum daily draw down d) For days that you have traded what is the mean and standard deviation of your return (annualized) 3- Do the above for Nvidia (NVDA)
MA585 Homework 3 1. For each of the following scenarios, choose φ1 and φ2 so that the resulting AR(2) process is causal. In each case use R to plot ACF and PACF of the AR(2) process and discuss the characteristics of the plots. (i) φ 1 > 0 and φ2 > 0 (ii) φ 1 < 0 and φ2 > 0 (iii) φ 1 > 0 and φ2 < 0 (iv) φ 1 < 0 and φ2 < 0 R Note: Theoretical (or population) ACF PACF can be obtained in R using ARMAacf function. However, there is a certain peculiarity in the function that you should be aware of. The function computes ACF starting from lag 0, but PACF starting from lag 1. Since ACF at lag 0 is 1, the two plots are not necessarily on the same scale, so it is hard to compare. Not the end of the world, but a bit annoying. The following code, which fixes the issue, was used to generate ACF and PACF plots for the examples given in the notes. par(mfrow=c(2,2)) y = ARMAacf(ar = c(1.1,-0.3), lag.max = 20) y = y[2:21] plot(y, x = 1:20, type = "h", ylim = c(-1,1), xlab = "h", ylab = "Autocor- relation", main = "AR(2) Population ACF") abline(h = 0) y = ARMAacf(ar = c(1.1, -0.3), lag.max = 20,pacf=T) plot(y, x = 1:20, type = "h", ylim = c(-1,1), xlab = "h", ylab = "Partial Autocorrelation", main = "AR(2) Population PACF") abline(h = 0) y = ARMAacf(ar = c(1,-0.81), lag.max = 20) y = y[2:21] plot(y, x = 1:20, type = "h", ylim = c(-1,1), xlab = "h", ylab = "Autocor- relation", main = "AR(2) Population ACF") abline(h = 0) y = ARMAacf(ar = c(1,-0.81), lag.max = 20, pacf=T) plot(y, x = 1:20, type = "h", ylim = c(-1,1), xlab = "h", ylab = "Partial Autocorrelation", main = "AR(2) Population PACF") abline(h = 0) 2. Do the following problems: 3.1 (use the approach discussed in the class to verify causality and invertibility, no credit for just writing down the answers), 3.2 (only for the processes that are causal and invertible, use R instead of ITSM), 3.4 3. a. Consider a causal AR(2) process Xt - φ1 Xt - 1 - φ2 Xt -2 = et where et ~ W N (0; σ2 ): Express the model as an infinite order MA process given by Xt = P ψjet-j and derive the difference equation for ψj . b. Consider the process Xt - 1:1Xt - 1 + 0:3Xt -2 = et Find the first five ψj values and verify your answer using ARMAtoMA function in R. c. Find the first five ACFs of the model in (b) and verify your answer using R. d. Find all PACFs of the model in (b) and verify your answer using R. 4. a. Consider a causal and invertible ARMA(1,1) process Xt - φXt - 1 = et + θet - 1 where et ~ W N (0; σ2 ): Express the model as an inÖnite order MA process given by Xt = P ψjet-j and show that ψj = φj-1(φ + θ); for j ≥ 1: b. Suppose the ARMA(1,1) process is given by Xt - 0:6Xt - 1 = et - 0:2et - 1 Compute the first five ψj values and verify your answer using the AR- MAtoMA function in R. 5. a. Consider the following MA(2) model Xt = et + 0:8et - 1 - 0:15et -2 a. Compute the ACFs of the model. b. Use Durbin-Levinson algorithm to compute the first 5 PACFs and verify your answer using R. 6. I generated the following population ACF and PACF plots based on certain ARMA processes. What ARMA processes and the parameter values I used to generate these plots? a. b.
PHYS1160 INTRODUCTION TO ASTRONOMY School of Physics Faculty of Science Assessment Information This document is the definitive source for information about the assessments for PHYS1160. It supersedes any information on the Moodle site, in videos, etc. If you need clarification of anything here, please first check the Frequently Asked Questions, Course Forum, and Discord Server on the Moodle site. Note that all specific due dates are in the Course Outline. All assessments are submitted on Moodle. Use of Artificial Intelligence You may use Artificial Intelligence software such as ChatGPT to assist you with the short report and written assessment, without attribution (i.e., you don’t need to indicate in your report that you have used this software). However, please do not use this as a substitute for learning the material, since otherwise you will gain little from doing the course. If your report looks like a bunch of paragraphs from ChatGPT with little coherent narrative, it is unlikely to receive a good mark. What sort of references are appropriate? The short report and written assessments require you to list references for the information you include. Ideally, these references would be to scholarly articles in journals such as The AstrophysicalJournal, Nature, Science, Publications ofthe AstronomicalSociety ofAustralia, or Monthly Notices ofthe RoyalAstronomical Society. You can search for such articles using the NASA database at https://ui.adsabs.harvard.edu/. Simple searches with Google tend to find more popular articles and Wikipedia entries, which can be useful to get you started, but these aren’t primary sources – including some of them is OK, but it is a red flag if all your references come from the first page of a Google search. When should I use a reference? Basically, anytime you are making what appears to be a factual statement you should include a reference to where the information came from, e.g., “The Milky Way Galaxy is 30 kpc in diameter and our Sun is 9 kpc from the centre (Lindhoven and Smith, 2018)”, and in your reference list at the end: Lindhoven, A. B, Smith, X. Y., 2018, ApJ, 123, 23-35, doi:10.1122/5.66334. You can also use the UNSW guide to how to cite using the Harvard referencing method: https://www.student.unsw.edu.au/how-do-i-cite. Not including references to a short sentence added as a direct quotation, or in support of a factual statement paraphrased from a larger text is considered plagiarism and will be investigated further. Late submission policy Students who submit any of their assessments late (except the quizzes, which cannot be attempted after the due time) will receive a penalty of 5%/day late. Submissions 5+ days late (120 hours past the deadline) will not be marked. Extensions Course staff do not approve extensions, these are only available through the formal special consideration process https://specialconsideration.unsw.edu.au/. If you are having problems getting the quizzes or assignments completed due to some factor please reach out to course staff at the time as we may be able to help. Do not wait until the end of term. Summary of assessment and alignment to learning outcomes Assessments Learning Objective Quizzes Short report Experiment Written assessment Describe key concepts in astronomy and astrobiology, including the formation of stars, planets, and galaxies; the history of life on Earth; and the beginning and ultimate fate of the Universe X X X X Synthesise multiple scientific perspectives to distinguish between scientific fact and pseudoscience X Search appropriate literature to identify and explain supporting evidence for or against scientific claims X X Justify how, using experimental techniques (such as simple data analysis), astrophysical phenomena can be observed and used to demonstrate our understanding of the Universe X Communicate concepts in astronomy accurately in written and verbal forms and at an appropriate level for general audiences X Quizzes Testing your understanding is a vital component to learning. It helps you gauge what you have learned and where there are gaps in your knowledge. In most weeks, you will have a quiz to complete on Moodle. These quizzes are comprised of multiple-choice questions that will test your conceptual understanding of the material. The quizzes are worth 10% of the final grade of the course. If there is any discrepancy between percentages and deadlines between this document and the Course Outline, then the Course Outline takes precedence. Short report The short report has been designed to help you develop skills, learn the course material, and prepare you for the written assessment later in the term. You will develop your communication and research skills as you respond to given stimuli. There is no specific format for the short report. The length (maximum allowed word count) of the short report is given below. You should write concisely and ensure you satisfy the rubric criteria (outlined below). You may include figures, where necessary, and you must include appropriate referencing. The usualrules on attribution andplagiarism applytothese shortreports. If you plagiarise, the procedures that apply are outlined in UNSW’s Plagiarism Policy (https://www.student.unsw.edu.au/plagiarism). You can submit the report as Word DOCX file, PDF (with readable text, not embedded in images), OpenOffice ODT, or PowerPoint PPTX. The short report is due 11:59 PM AEST/AEDT FRIDAY in week 4. The short report is worth 25% of the final grade of the course. If there is any discrepancy between percentages and deadlines between this document and the Course Outline, then the Course Outline takes precedence.
ARC3001 illustrated reflective report Theory into Practice 2024/25 5% of ARC3001 final mark The second summative assessment point in ARC3001 requires you to develop an illustrated reflective report - a 1000 word critical reflection on your design practice, illustrated primarily by your own design work and supported by concepts and theories encountered in your own reading and/or through your engagement with Studio and Critical Friends (see list below). This individual assignment offers a space to reflect on the theory, ideas, and methods that inform. your developing practices. It is marked by your design tutors. Supporting activities: The development of the report is supported by an all-day workshop on Monday 27 January 2025 (including seminars with Critical Friends 3pm/4pm) to locate texts and resources for your report, and another seminar at 3pm/4pm on Monday 10 February with Critical Friends on your draft. Your design tutors will also discuss your draft reports and give feedback & direction as part of a tutorial day before the submission. See Canvas for details. Digital submission date: 12 noon 27 February 2025 via Canvas. REQUIREMENTS The assignment asks you to engage in a critical reflection of your design practice, illustrated primarily by your own work: Contextualise your work within wider architectural practice and related discourses. Identify and explain the key interests and core values of your current practice as explored in your graduation design project. Key prompts you might consider for your reflections (these are guides only – we don’t expect you to address all of them!) • How does you Studio frame your approach to architecture? • Which ideas and concepts from theory and beyond, including where relevant those introduced by Critical Friends in seminars and in the collective library, have been informing your design practice and methods? • How do you engage with architecture as a practice - reflect on your preferred methods and techniques for design • How does your positionality and what matters to you personally inform your design and the directions in which you develop your creative practice? Format The format is open, but the assignment has a word-limit of 1000 words (10% approx. tolerance) for the body of the text. The document should be illustrated primarily by your own work, but you can include others' work (e.g. work or ideas that are important references for your work) – these need to be clearly and properly referenced. The document should include: • Cover page: Title of your choice, Student name & Student number, Studio name • List of figures & Bibliography listed at the end of the document NB Title, captions, text within graphics/tables/figures, footnotes/endnotes and bibliography do not count to the overall 1000 word limit. MARKING CRITERIA The following marking criteria will be used to assess the work, contributing equally to the final mark. Scope: Knowledge and understanding or relevant ideas and questions; Thoroughness and relevance of the literature and/or methods considered and referenced. Critical Reflection & Argument: Consideration of how key ideas relate to own design practice; ability to explore and define this practice. Visual Evidence (Representation & Communication): Use of a range of visual evidence (images, maps, drawings, statistics, footage, etc.) to support discussion and argument.
Large Assignment #1 Due: Friday, February 28, 2025 by 11:59 PM Objectives. ● Practice working with a partner to design and implement software. ● Practice using Github to collaborate and keep track of code. ● Utilize data structures and library classes provided through Java. ● Design and implement working software according to good design principles from the course. ● Provide strong evidence that the software works as expected through unit tests and running the software. ● Document software and the design process using tools covered in class, including UML diagrams. ● Optional: Practice using AI software for generating working code. *** (NOTE: This is only allowed in part of the assignment, so read the instructions carefully to make sure you do not violate the academic integrity policy.) ● Understand the purpose of the model (M) and the view (V) in the MVC design pattern. ● Organize code into appropriate packages and create an executable jar file. Project Overview For this project, you are required to work with a partner to implement software for managing a music library. There are three main components to the code, and there are several other non-code requirements as well. Each part has specific instructions and requirements (including varying policies on use of AI, so read and follow all the instructions carefully). Part 0. Email the following people with the names of the two people who will be working together on this by Friday, February 14, 2025 at 11:59 PM. We need this information in order to set up the groups on D2L, so it is part of your grade! Email all three of these addresses: [email protected], [email protected] [email protected] Part 1. MusicStore.java Note: You must code this part yourself without any help from AI or any other unauthorized resources. In other words, the regular academic integrity policy applies for this part of the assignment. You are allowed to use any library APIs available through Java, but keep in mind that if you are using anything unusually advanced, you may be asked to explain your code. This part of the code is separate from the main application, but we need to provide a pseudo-database of music to work with. You should implement this in a class called MusicStore.java. The main idea here is to store the music, so that the main application (the user library) can interact with it in an efficient way. This means that it is a great opportunity to use some of the data structures that are provided through Java library code. You are provided with some text files that include album information. A sample file is given below with some comments to explain the general format that all these files follow. Note that all the albums are named with the same format: _.txt For example, the album shown below is in the file named Old Ideas_Leonard Cohen.txt . Old Ideas,Leonard Cohen,Singer/Songwriter,2012 Going Home Amen Show Me the Place Darkness Anyhow Crazy to Love You Come Healing Banjo Lullaby Different Sides The first line of the file is the heading, which is in the following format: Album Title,Artist,Genre,Year The rest of the file is a list of the songs on the album. Note that albums have a specific order, so you should make sure to store these in the order that they are listed. In addition to the files containing individual albums, there is also another file called albums.txt, which contains a list of all the album titles and artists in the following format: , Your code will need to read each item from the albums file, construct each album’s file name, and then read in the album information. To do this, I recommend you check out the following APIs: ● java.lang.String – has some very useful methods for splitting Strings ● java.lang.String – has some very useful methods for splitting Strings Note: You should read the rest of this document before you start working on Part 1 as your design will depend on the music store’s client, which is the LibraryModel described in Part 3. Before getting into the details of the user library we need to briefly explain what MVC is. MVC stands for Model-View-Controller, which is often considered a design pattern, but may be more appropriately considered a higher-level concept of an overall architecture. Many applications use versions of MVC because it clearly separates the model, the view, and the controller. For this particular assignment, we will not be using the Controller part because with a text-based UI, it doesn’t really do much. We will revisit the idea later when we start talking about GUI’s and event-driven programming. For now, we will focus on the Model (M) and the View (V). Briefly, the Model is where the data is stored and managed. So in this library application, it will store the user’s library data and control how the data is accessed. It does not communicate directly with the user, so there should be no user input and no printing to output anywhere in the model. All code that interacts directly with the user through user input and printing to output should be restricted to the View. One way to think about this is to keep in mind that all Model-related code is in the backend and all View-related code is in the frontend. The View is the part that the user interacts with. It has two main jobs in this application: ● prompt the user for commands, get those commands, and communicate those commands/requests to the model ● receive the requested data from the model and display it to the user–in this case through a text-based user interface You are required to implement your project with a clear separation between the model and the view. Part 3. The Model You should think of the Model as not just a single class but a collection of classes. However, you should also specifically have a LibraryModel.java class that keeps track of the user’s library and interacts with other classes including the View and the MusicStore. But you can (and should) create other classes to model some of the objects that will be used, such as Song, Album, and PlayList. Note: You must code this part yourself without any help from AI or any other unauthorized resources. In other words, the regular academic integrity policy applies for this part of the assignment. You are allowed to use any library APIs available through Java, but keep in mind that if you are using anything unusually advanced, you may be asked to explain your code. You are expected to use good design practices in the model, and you need to be able to describe and justify the design according to what is covered in class. Part 4. The View As indicated in Part 2, the view is simply the user interface, and its only purpose is to interact with the user and communicate with the model. It should not be storing or manipulating any of the data. It simply gets user requests and gets information from the model based on those requests. There’s no denying that artificial intelligence is part of our lives and part of software development now. But it’s just a tool, and it is important for us to learn how to use that tool effectively. To that end, you are allowed (but not required) to use generative AI for this part of the code (and this part ONLY). You must document in the comments whenever you use code that was generated by AI. You will also need to include a description in the video of what the generated code does. Keep in mind that AI is just a tool and if used incorrectly can cause more problems than it solves. It is in your best interest to use it to build small, testable pieces of code rather than one large solution all at once. If something seems wrong, you can also ask it to explain itself, which can help identify the issues. Part 5. Overall Functionality The following describes the functionality required for this system. By interacting with the UI, the user should be able to do all of the following: search for information from the music store ● for a song by title ● for a song by artist ● for an album by title ● for an album by artist the expected results of searching ● for a song that is in the database: print the song title, the artist, and the album it’s on ● for an album: print the album information and a list of the songs in the appropriate order ● for anything that is not in the database: a message indicating that the item is not there ● for anything that has multiple results: print all the results search for information from the user library ● should cover all the search cases listed for the music store ● should also be able to search for a playlist by name – the result should print the songs (title and artist) add something to the library ● add a song to the library (as long as it is in the store) ● add a whole album to the library (as long as it is in the store) get a list of items from the library ● a list of song titles (any order) ● a list of artists (any order) ● a list of albums (any order) ● a list of playlists (any order) ● a list of “favorite” songs create a playlist and add/remove songs ● playlists should have a name ● songs should be maintained in the order they are added mark a song as “favorite” rate a song ● the ratings are 1 to 5 ● songs do not have to be rated so there is no default rating ● songs that are rated as 5 should automatically be set to “favorite” Additional Requirements ● Even though I’m not so concerned about the code design in the View, you do need to think carefully about designing the UI. ● It needs to be user-friendly (as far as is possible with a text-based system), so make sure you test it thoroughly. ● Here are some examples of bad design that you should avoid: ○ requiring long inputs for commands or long input sequences (i.e. don’t make the user verify that their command was in fact what they wanted) ○ not handling invalid input – (i.e. make sure that if something is typed incorrectly, the user can just retype it; do not make it end the program!) Part 6. Collaboration Requirements ● You are required to work on Github, and we will be looking at your commit history to see how well each of you are contributing. Each of you is also required to submit (individually) a collaboration report, which is detailed below. ● Although this is not exactly the same as working on a software development team in the real world, you should still be able to apply some of the principles and practices of Agile development. You will be asked about this in the Collaboration report and you should be able to describe at least three principles/practices that you utilized and that we discussed in class. ● You are NOT allowed to split up the work so that one person is primarily working on the backend and the other is working on the frontend. Every member of the team must be involved in every part of the project and every part of the code. Part 7. Organization, Documentation, & Testing ● You are expected to apply good design principles that are covered in class, including any guidelines about comments. Otherwise, the general criteria is that you provide enough comments to make your code readable and understandable. ● You also must provide a UML class diagram (not hand-written!) for each of the classes in the model. There are some free online resources for creating nice UML diagrams. Here are a couple: ○ https://www.lucidchart.com/pages/examples/uml_diagram_tool ○ https://app.diagrams.net/ ● You also must include unit tests that provide at least 90% coverage for all the code in the backend – the model and the store. ● Finally, you must provide a video in .mp4 format that is no longer than 20 minutes and includes all of the following (a checklist is provided below): ○ Show the unit tests running and the coverage for each class in the backend. ○ Run the code and show all the required functionality. ○ Briefly explain what data structures you used in the music store and library. ○ Briefly explain how you maintained good encapsulation in the model classes. ○ If you use AI in the View, briefly explain the generated code. ● Your code should be well-organized into logical packages. ● You should also create an executable jar file that runs the application as well as compressing all the source, test, and resource files. Part 8. Collaboration Report Each of you should submit a PDF individually for this part, answering the following questions: 1. Did you face any particular challenges in the collaboration aspect of this project? What were they and how did you handle them? 2. What are some things you plan to do differently on future collaborative projects? 3. Do you believe both you and your partner deserve the same grade? Explain your answer. 4. Give a general breakdown of how the work was allocated between the two of you. 5. What Agile principles and practices did you utilize during this project? You should mention at least three things we discussed in class for full credit. Part 9. Video Checklist The following is a checklist for what needs to be included in the video with some recommended time estimates for each one. You should include these items in this order, and the video needs to be clear and organized, which probably means you will need to edit it. Please note that if you are marked down for not including something in the video and you believe you did include it, you will be required to provide a timestamp for where in the video the item is when you request a regrade. The TAs will NOT watch the entire video again to hunt for the thing you think they missed. 1. Overview of the code & design (~5 minutes) a. Describe the data structures you used in the backend (both the MusicStore and the Library). b. Describe the design of the backend with respect to the principles discussed in class: i. use of visibility modifiers ii. classes & their design iii. avoidance of antipatterns iv. avoidance of problematic escaping references 2. Testing & Running the Code (~15 minutes) a. Show and run the unit tests, making sure to show that they all pass and that each of the classes in the backend has at least 90% coverage. b. Run the code and show all the required functionality, including special cases. See the list of functionality above and make sure you cover it all. Make sure you include complex enough tests (i.e. don’t just add one song to the library or one artist). Include tests where searches fail. Include tests where searches return multiple results (e.g. search for Adele to see multiple albums or search for “ Lullaby” to get multiple songs with that title). 3. If you used AI to generate the frontend code (the View), provide a brief explanation of what that code does to show that you understand it. (~2 minutes)* * I realize that these estimates add up to 22 minutes, but these are only estimates. Also, if you have to include #3, you can go up to 22 minutes without deduction.
