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Department of Mathematics
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Professor
Department
of Mathematics
Phone: (0852) 23587459
Fax: (0852)
23591016
Email: maling@ust.hk
Associate Editor:
Statistics & Probability Letters,
2005-2009..
Associate
Editor: Bernoulli,
2007-2009.
Associate
Editor: Electronic Journal of Statistics,
2009-present.
Associate
Editor: Journal of the Japan Statistical
Association, 2010-present.
3. Lecture Notes
| Syllabus | Note-1 | Note-2 | Note-3 | Note-4 | Note-5 | Binomial table | T-table, T-1-table | |
| Note-6 | Note-7 | Note-8 | Note-9 | Note-10 | Note-11 | Poisson table | Chi-square table | |
| Note-12 | Note-13 | Note-14 | Note-15 | Note-16 | Note-17 | Normal table | Formula-sheet-1 | |
| Note-18 | Note-19 | Note-20 | Note-21 | Formulla-sheet-2 | ||||
| Assignment-1 solutions-1 |
Assignment-2, Solution-2 |
Assigment-3 Solution-3 |
Assignment-4 solution-4 |
Assignment &Exercise-6 solution-6 |
Exercise-7 solution-7 |
Math-4423
MAFS
5130/MSBD 5006 : Quantitative Analysis of Financial Time Series
Math-4425
Syllabus
Note-1
Note-2
Note-3
Note-4
Note-5
Note-6
Note-7
Note-8
Note-9
Note-10
Note-11
Review
Midterm past paper
past paper
Assignment-1
Assignment-2
Assignment-3
Assignment-4
Project
Data
Selected projects: 2009,
2010,
2011,
2012, 2013, 2015/16
4.
Links DINI,
Yahoo finance,
LME future, Bonds.
Syllabus
Note-1 L
Note-2
L
Note-3
L
Note-4 L
Note-5
L
Note-6
LNote-7 Option-reading
Note-8 L, DTAR-reading
Note-9 L
Note-10 L
Note-11 L
Sas-code, R-code for TAR-and-TDAR
Project
Photo
in Xianzhang (01/08/2008)
Photo in NUS
Singapore (02/2011)