MATH3290 - Mathematical Modeling - 2015/16

Announcement

• (Sep 7) No tutorial on the first week.
• (Oct 20) Competition on Algorithmic Trading (Deadline of submission: Nov 20) [Download file]

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General Information

Lecturer

• Eric Chung
  • Office: LSB 205
  • Tel: 3943 7972
  • Email:
  • Office Hours: by appointment

Teaching Assistant

• Lam Chi Yeung
  • Office: LSB 222B
  • Email:
  • Office Hours: M7-9, W7-9, H7-8
• Pun Sai Mang Simon
  • Office: LSB 222C
  • Email:
  • Office Hours: W1-4, H1-4, F6-8

Time and Venue

• Lecture: Tuesdays 12:30 - 2:15pm, Lady Shaw Building LT5; Thursdays 5:30 - 6:15pm, Y C Liang Hall 104
• Tutorial: Thursdays 6:30 - 7:15pm, 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. 5th Edition.
• Technical Analysis and Financial Asset Forecasting, by Raymond Chan, Spike Lee and Wing-Keung Wong.

Lecture Notes

• Prof Chan's book
• Overview of the course
• Chapter 1
• Chapter 2
• Chapter 3
• Chapter 4
• Chapter on Technical Analysis
• Chapter 5
• Chapter 7
• Chapter 8
• Chapter 13
• Chapter 11
• Chapter 12

Tutorial Notes

• Tutorial 1 Last update: 18/09/2015
• Tutorial 2 Last update: 25/09/2015
• Tutorial 3 Last update: 06/10/2015
• Tutorial 4 Last update: 15/10/2015
• Tutorial 5 Last update: 23/10/2015
• Tutorial 6 Last update: 30/10/2015
• Tutorial 7 Last update: 06/11/2015
• Tutorial 8 Last update: 27/11/2015
• Tutorial 9 Last update: 27/11/2015
• Tutorial 10 Last update: 27/11/2015

Assignments

• Assignment 1 (Due: Oct 8)
• Assignment 2 (Due: Nov 3)
• Dataset for Assignment 2
• Assignment 3 (Due: Nov 17)
• Assignment 4 (Due: Dec 4)

Quizzes and Exams

• Sample Midterm Exam
• Solution to Sample Midterm Exam
• Solution to Midterm
• Practice problems for final exam

Solutions

• Solution to Assignment 1
• Solution to Assignment 2
• Solution to Assignment 3
• Solution to Assignment 4

Assessment Scheme

Assignment (4)		10%
Midterm (Oct 13)		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 01, 2015 09:33:17