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]
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: M79, W79, H78

Pun Sai Mang Simon
 Office: LSB 222C
 Email:
 Office Hours: W14, H14, F68
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 WingKeung 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
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.
Last updated: December 01, 2015 09:33:17