SEEM 3570: Stochastic Models
201314 Second Term
Homework Set 3 Solutions
Instructor: Anthony Man-Cho So
Teaching Assistant: Weijie Wu
Problem 1
(a) The state space is cfw_0, 2, 4, 6, 8, 10, where i denotes that the gambler has i dollars. The
transition ma

SEEM4610 - Supply Chain Management
Assignment 3
Important notes:
1. You do NOT need to submit your answer, but you are expected to nish it by yourself.
2. The problems of the assignment will be discussed in the tutorial.
3. TA Ms. Min LUO is responsible f

SEEM4610 - Supply Chain Management
Assignment 4
Important notes:
1. DUE DAY: 13 Oct.
2. SUBMISSION: Put it in the SEEM4610 mailbox on the 5th oor of ERB Building.
3. The problems of the assignment will be discussed in the tutorial.
4. TA Mr. Wenxi Gu, Iva

SEEM4630 E-Commerce Data Mining
(2015-16 First Term)
Assignment 1 (100 points)
Due time and date: 5pm Sept 30, 2015
Submit to assignment box for SEEM4630, 5/F ERB
Submission Requirements
The hand-in version must be ordered correctly and stapled in the top

SEEM4630 E-Commerce Data Mining
(2015-16 First Term)
Assignment 2 (100 points)
Due time and date: 5pm Oct 22 Thursday, 2015
Submit to assignment box for SEEM4630, 5/F ERB
Submission Requirements
The hand-in version must be ordered correctly and stapled in

Linear Codes
1
P. Danziger
Hamming Distance
Throughout this document F means the binary eld F2 .
In F2 we could dene dot product, magnitude and distance in analogy with Rn , but in this case we
would get all vectors having length 0 or 1, not very interest

Distance Measures
Tan et al.
From Chapter 2
Similarity and Dissimilarity
Similarity
Numerical measure of how alike two data objects are.
Is higher when objects are more alike.
Often falls in the range [0,1]
Dissimilarity
Numerical measure of how dif

Data Mining Intro
Course Overview
Spatial Databases
Temporal Databases
Spatio-Temporal Databases
Data Mining
Data Mining Overview
Data Mining
Data warehouses and OLAP (On Line Analytical
Processing.)
Association Rules Mining
Clustering: Hierarchical and P

E
fx-50F PLUS
User's Guide
http:/world.casio.com/edu/
RCA502903-001V01
Getting Started
Thank you for purchasing this CASIO product.
k Before using the calculator for the rst time.
Turn over the calculator and slide it from the hard
case as shown in the il

Classification: Alternative
Techniques
Lecture Notes for Chapter 5
Introduction to Data Mining
by
Tan, Steinbach, Kumar
Tan,Steinbach, Kumar
Introduction to Data Mining
4/18/2004
1
Rule-Based Classifier
Classify
records by using a collection of if
then

SEEM4610 - Supply Chain Management
Assignment 2
Important notes:
1. DUE DAY: 29th Sep (Tue).
2. SUBMISSION: Put it in the SEEM4610 mailbox on the 5th oor of ERB Building.
3. The problems of the assignment will be discussed in the tutorial.
4. TA Ms. Min L

SEEM4610 - Supply Chain Management
Tutorial 1
Min LUO
[email protected]
23th Sep 2015
[Chapter 1] Discussion Question 1
Consider the purchase of a can of soda at a convenience store.
Describe the various stages in the supply chain and the
different ows

SEEM4610 - Supply Chain Management
Tutorial 2
Min LUO
[email protected]
30 Sep, 2015
ABC Classication
Classifying inventory according to some measure of
importance and allocating control efforts accordingly.
A - very important (contains about 10-20% of

SEEM 2520 Fundamentals in Financial Engineering
First term (2015 2016)
Assignment 2
Due date: 5:00 pm, Oct 9 (Friday), 2015
Important notes:
1. You must submit your assignment on time. No late assignment will be accepted.
2. You must drop your assignment

SEEM2520 Fundamentals in Financial
Engineering
Tutorial 1
MO Zhiyu
The Chinese University of Hong Kong
Jul 14 & 15, 2015
MO Zhiyu
SEEM2520 Fundamentals in Financial Engineering
Lecture Review
Function of Financial Markets
Act as channel between people wit

SEEM2520 Fundamentals in Financial
Engineering
Tutorial 2
MO Zhiyu
The Chinese University of Hong Kong
Sep 21 & 22, 2015
MO Zhiyu
SEEM2520 Fundamentals in Financial Engineering
Lecture Review
Present and Future Value
Simple interest: P (1 + nr )
Compound

SEEM 3570: Stochastic Models
Lecture 11: Limiting Behavior of Markov Chains
Prof. Shiqian Ma
1
Limiting probabilities: Example 1
Consider a simple weather model, in which there are two types
of weather: rain or shine.
Let Xn 2 cfw_0, 1 denote the weathe

SEEM 3570: Stochastic Models
Lecture 12: Continuous Time Markov Chain,
Poisson Process, and Queueing Theory
Prof. Shiqian Ma
1
Continuous time stochastic process
Stochastic processes that evolve over time in a continuous manner
Applications: Queueing sy

SEEM 3570: Stochastic Models
Lecture 7: The Multiple Regression Model - Part
II
Prof. Shiqian Ma
1
Introduction
In last lecture, we
introduced the multiple regression model
showed how to compute the least squares estimators
discussed the statistical p

THE CHINESE UNIVERSITY OF HONG KONG
Department of Systems Engineering and Engineering Management
SEEM3570 Stochastic Models
Midterm Examination
March 1st, 2016. 9:30am-11:30am
Note: This exam is closed book, notes, slides etc. You are only allowed to brin

Solution for Midterm Examination
1. We will use
= a
E [a]
b
= b + ni=1 i i
= b
E [b]
a
= y b x
= a + b x +
y
And also the facts for .The covariance of a and b should be
= E [(a E (a)(
b)
b E (b)]
C ov(a,
= E [(a a)(b b)]
= E [( y b x y + b x + )(b b

THE CHINESE UNIVERSITY OF HONG KONG
Department of Systems Engineering and Engineering Management
SEEM3570 Stochastic Models
Assignment 4
Due time: 5pm April 10, 2017; Submit to assignment box A09, 5/F ERB
Question 1.
(35 points) Consider the symmetric ran

2016-2017 Term 2 - SEEM4730
STATISTICS MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Assignment 4
Due Date: Wed. 5 Apr., 2017
Important notes:
(a) You must hand in your handwriting assignment on time, with both your name and student
ID in it. No late assig

2016-2017 Term 2 - SEEM4730
STATISTICS MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Suggested Solution for Assignment 5
Problem 1
(a)
= 165/(152 ) = 0.7333
(b) The expected return is 5 + (14
5) = 11.6%
(c) The percentage of the variance due to market ris

SEEM4730
STATISTICAL MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Unit 5: Regression
Duan LI
http:/www.se.cuhk.edu.hk/seem4730
2
Introduction
Regression is one of the most widely used among all statistical methods.
The available data are one response va

2016-2017 Term 2 - SEEM4730
STATISTICS MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Assignment 5
Due Date: Wed. 19 Apr., 2017
Important notes:
(a) You must hand in your handwriting assignment on time, with both your name and student
ID in it. No late assi

SEEM4730
STATISTICAL MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Unit 9: RESAMPLING AND PORTFOLIO ANALYSIS
Duan LI
http:/www.se.cuhk.edu.hk/seem4730
2
Introduction
Computer simulation is widely used in OR.
Applications of simulation to statistics are w

SEEM3570 Stochastic Models
Assignment 4-solutions
Question 1
(a)
Let Y be the number of steps needed to reach either 0 or N.
Its clear to see Y = 0,if we start at X0 = 1 or N ,thus M0 = MN = 0
For i = 1, 2, ., N 1,
Mi = E[Y |X0 = i]
(1)
= E[Y |X0 = i, X1

SEEM4730
STATISTICAL MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Unit 7: Option Pricing
Duan LI
http:/www.se.cuhk.edu.hk/seem4730
2
Introduction
A derivative is a financial instrument whose value is derived from the
value of some underlying asset.
A ca

SEEM4730
STATISTICAL MODELING & ANALYSIS
IN FINANCIAL ENGINEERING
Unit 6: The Capital Asset Pricing Model
Duan LI
http:/www.se.cuhk.edu.hk/seem4730
2
Introduction
The CAPM has a variety of uses.
It provides a theoretical justification for the widespread

SEEM 3570: Stochastic Models
Lecture 11: Limiting Behavior of Markov Chains
Prof. Shiqian Ma
1
Limiting probabilities: Example 1
Consider a simple weather model, in which there are two types
of weather: rain or shine.
Let Xn cfw_0, 1 denote the weather