CS6601 Final Exam Professor Thomas Ploetz Fall 2023 1. Before solving the exam, you should read the Ed exam posts for any updated information or clarifications on the exam. 2. You should work on this pdf in parallel with the canvas exam to ensure your work is always backed up. 3. Enter your answers as …
CS6601 Final Exam Professor Thomas Ploetz Fall 2023 1. Before solving the exam, you should read the Ed exam posts for any updated information or clarifications on the exam. 2. You should work on this pdf in parallel with the canvas exam to ensure your work is always backed up. 3. Enter your answers as …
CS6601 Final Exam Professor Thomas Ploetz Fall 2023 1. Before solving the exam, you should read the Ed exam posts for any updated information or clarifications on the exam. 2. You should work on this pdf in parallel with the canvas exam to ensure your work is always backed up. 3. Enter your answers as …
FE5206 Assignment 1, Due: 6 pm, Saturday, 9 September 2023 Submit your answers to Canvas. Word and PDF files are acceptable. Please include your name (family name first) at the beginning of the filename 1. Obtain the number of stocks in each of the GICS industries (the GICS industry is defined using the first 6 …
FE5206 Assignment 1, Due: 6 pm, Saturday, 9 September 2023 Read More »
FE5206 Assignment 2, Due: Saturday, 14 October 2023 Submit your answers to Canvas. Word and PDF files are acceptable. Please include your name (family name first) at the beginning of the filename. In this assignment, you will construct an alpha factor based on the prior 10-day returns and evaluate the effectiveness of the factor. 1. …
FE5206 Assignment 2, Due: Saturday, 14 October 2023 Read More »
FE5206 Final Assignment, Due: Wednesday, 22 November 2023 Submit your answers to Canvas. Word and PDF files are acceptable. Please include your name (family name first) at the beginning of the filename. You will construct two alpha factors: V and M for the US market. V is based on the prior 10-day returns and M …
Homework 2: [YOUR NAME HERE] Introduction to Time Series, Fall 2023 Due Thursday September 21 at 5pm The total number of points possible for this homework is 35. The number of points for each question is written below, and questions marked as “bonus” are optional. Submit the knitted html file from this Rmd to Gradescope. …
PROJECT 6: INDICATOR EVALUATION h Table of Contents About the Project Your Implementation Contents of Report Testing Recommendations Submission Requirements Grading Information Development Guidelines Optional Resources This assignment is subject to change up until 3 weeks prior to the due date. We do not anticipate changes; any changes will be logged in this section. $ …
Problem 1: Savage Density Ratio Method For this problem, use the file FF-3fac-mon.csv. a) You regress the size factor (smb) Small-Minus-Big on the excess return on the market using the period 2011-2020, T = 108 observations. Rsmb,t =a+bXRM,t +et, et~N(0,s) [1] where XRM is the excess return on the market index. As SMB is a …
SEMESTER 2 2022/23 GROUP COURSEWORK BRIEF: Quantitative Research in Finance Dr Renatas Kizys Module Code: Assessment: Group Coursework Weighting: Module Title: Module Leader: Submission Due Date: @ 16:00 19th May 2023 Word Count/Duration: Method of Submission: Electronic via Blackboard Turnitin ONLY (You are not required to submit a hard copy) (Please ensure that your name …
MANG 6008 Quantitative Research in Finance Group Coursework Read More »