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.
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 12:302:15pm, LSB LT5; Thursdays 2:30pm3:15pm, LSB LT5
 Tutorial: Thursdays 3:304:15pm, 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 WingKeung Wong.
Lecture Notes
 Chapter 2
 Chapter 1
 Chapter 3
 Chapter 4
 Book by Prof. Chan (Chap 59)
 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
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%  
Midterm 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.
Last updated: December 03, 2014 21:03:27