MATH3290 - Mathematical Modeling - 2014/15

Announcement

• (Sep 1) Note the new class and tutorial schedule.
• (Sep 1) No tutorial class in the first week.
• (Sep 16) Lecture is cancelled due to typhoon.
• (Oct 3) The NEW due date of Assignment 1 is Oct 17.
• (Oct 17) The SOLUTIONs to Assignment 1&2 are available now.
• (Oct 23) Competition on Algorithmic Trading. See below for more information.
• (Nov 25) The typos of Q4 in Solution to Assignment 3 have been revised.

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General Information

Lecturer

• Eric Chung
  • Office: LSB 205
  • Tel: 3943 7972
  • Email:

Teaching Assistant

• Lam Chi Yeung
  • Office: LSB 222B
  • Email:
• Chen Teng
  • Office: LSB 101
  • Email:

Time and Venue

• Lecture: Tuesdays 12:30-2:15pm, LSB LT5; Thursdays 2:30pm-3:15pm, LSB LT5
• Tutorial: Thursdays 3:30-4:15pm, Y C Liang Hall 104

Course Description

This course is an introduction to mathematical modeling. We will cover some basic mathematical tools for the quantitative description of practical problems arising from physics, biology, economics and engineering. The use of these mathematical models allows us to quantitatively study and provide solutions to these problems. The focus of this course is to give an overview of the mathematical techniques that are commonly used in practice, and illustrate the modeling procedure through some elementary examples.

The following is an outline of this course.

1. Modeling change by difference equations

2. Model fitting and empirical modelling

3. Technical analysis by mathematical methods

4. Simulation modeling

5. Discrete optimization modeling

6. Modeling by graph theory

7. Continuous optimization modeling

8. Modeling with differential equations

Textbooks

• A First Course in Mathematical Modeling, by Giordano, Fox, Horton and Weir. 4th Edition
• Technical Analysis and Financial Asset Forecasting, by Raymond Chan, Spike Lee and Wing-Keung Wong.

Lecture Notes

• Chapter 2
• Chapter 1
• Chapter 3
• Chapter 4
• Book by Prof. Chan (Chap 5-9)
• Chapter X
• Chapter 5
• Chapter 7
• Competition on Algorithmic Trading
• Chapter 8
• Chapter 13
• Chapter 11

Tutorial Notes

• Tutorial 1(18/09/14)
• Tutorial 2(18/09/14)
• Tutorial 3(25/09/14)
• Tutorial 4(09/10/14)
• Tutorial 5(20/10/14)
• Tutorial 6(30/10/14)
• Tutorial 6 (slides) (30/10/14)
• Tutorial 7 (5/11/14)
• Tutorial 8 (14/11/14)
• Tutorial 9 (14/11/14)
• Tutorial 10 (1/12/14)

Assignments

• Assignment 1 (Due: Oct 3. NEW due date: Oct 17)
• Assignment 2 (Due: Oct 17)
• Assignment 3 (Due: Nov 14)
• Assignment 4 (Due: Nov 28)

Quizzes and Exams

• Practice exam for midterm
• Practice exam for final

Solutions

• Solution to Assignment 1
• Solution to Assignment 2
• Solution to Midterm
• Solution to Assignment 3 (revised)
• Solution to Assignment 4

Assessment Scheme

Assignment		10%
Mid-term on Oct 21		35%
Final Exam		55%

Honesty in Academic Work

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:

http://www.cuhk.edu.hk/policy/academichonesty/

and thereby help avoid any practice that would not be acceptable.

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Last updated: December 03, 2014 21:03:27