1. COURSE OBJECTIVES
This module provides an introduction to statistical techniques needed in the study of finance. It covers parametric and non-parametric hypothesis testing with financial applications, ANOVA, diagnostic testing, regression analysis in a financial context and experimental design.
2. COURSE CONTENT
|
No. |
Content |
Time Allocation |
Contribution to CLO |
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|
Hour(s) on the class |
Essays, exercise, Assignments |
Self-study with teacher’s tutorials |
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|
Lecture |
Practice, Seminar |
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|
1-2 |
Chapter 1: Introduction |
4 |
2 |
3 |
12 |
1,8 |
|
3-5 |
Chapter 2: Classical linear regression model |
6 |
3 |
4.5 |
12 |
1,2,3,7,8 |
|
6-8 |
Chapter 3: Univariate time series modeling and forecasting |
6 |
3 |
4.5 |
21 |
1,2,3,6,7,8 |
|
9-10 |
Chapter 4: Multivariate models |
4 |
2 |
3 |
12 |
1,2,3,6,7,8 |
|
11-13 |
Chapter 5: Panel data |
6 |
3 |
4.5 |
15 |
4,6,7,8 |
|
14-15 |
Chapter 6: Simulation method |
4 |
2 |
3 |
10.5 |
5,6,7,8 |
|
Total |
30 |
15 |
22.5 |
82.5 |
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3. COURSE ASSESSMENT
– Score ladder: 10
– Type of assessment
|
Form |
Content |
Criteria |
CLO |
Proportion |
|
|
Formative |
Attendance |
|
The number of attendances and participation in lesson |
1-6,9
|
10% |
|
Midterm exam |
Issues have been studied |
Group presentation/ Case study Report/ Written exam (MCQ &/or problem-solving questions) |
1-3,6-9 |
30% |
|
|
Summative |
Final test |
|
Written exam (MCQ &/or problem-solving questions (60 minutes) |
1-9 |
60% |
|
|
|
|
Total: |
100% |
|
- Grading rubrics for individual’s/group’s written assignment/report
|
Criteria |
CLO |
Weighted average |
Levels of Assessment |
Grade |
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|
A |
B |
C |
D |
F |
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|
8,5-10 |
7-8,4 |
5,5-6,9 |
4,0-5,4 |
<4 |
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|
Format |
20% |
All assignment format’s requirements are met with a professional look. No spelling & grammar errors; well-presented tables & graphs; and sources are adequately cited. |
Assignment format has professional look but may have some format and spelling errors |
Assignment has format, spelling and grammar errors. Sources are not adequately cited. |
Assignment is sparsely written with many errors of format, spacing, spelling and grammar |
Assignment is carelessly written with many format errors; and fails to meet format’s requirements |
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|
Writing style |
20% |
Writing is very clear, coherent, logically organized and interesting. Main ideas are well developed and supported throughout the paper. |
Writing is good with clear ideas, but some parts are not logical. |
Writing is unclear with some incoherent and vague ideas |
Substandard writing which lacks logical organization. Ideas are vague with little evidence of critical thinking |
Poor writing with mainly “copy and paste” ideas. |
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|
Content |
50% |
Content meets assignment requirements very well, and indicates the synthesis, expansion and in-depth analysis of ideas. No sign of plagiarism |
Content meets assignment requirements without sign of plagiarism. However, content does not indicate the expansion of ideas. |
Content basically meets assignment requirements without sign of plagiarism. But some parts of content are inadequate |
Content just meets the minimum requirement of assignment, without sign of plagiarism. But the analysis is underdeveloped and unoriginal. |
Content strays from the main topic; or plagiarism is over 20% |
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|
Reference |
10% |
A variety of sources are adequately and correctly cited. |
A variety of sources are included, but there are some format errors and incorrect citations. |
Sources are reasonable but lack diversity. There are quite a few format errors and incorrect citations. |
Sources are lack of diversity. There are many format errors and incorrect citations. |
The writing does not use adequate research reference. There are many format errors and incorrect citations. |
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|
Member contribution |
*Indicates the participation, responsibility and independence |
Based on peer review |
Active and adequate participation. Proactively working to meet deadlines set by group. |
Quite active and adequate participation. However, there is a delay in meeting group deadlines. |
Not really proactive when participating. There is a delay in meeting group deadlines. |
Just participate in a small part of group work. Not proactive when participating |
Little or no participation. Shows no responsibility with work and often fails to meet deadlines. |
|
|
Note: Lecturer instructs group member to conduct peer review on a scale of 1 to 10, based upon the contribution of each member to group work. The grade of each member will be adjusted according to the peer review which reflects this member’s contribution and participation. |
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- Grading rubrics for individual/group presentation
|
Criteria |
CLO |
Weighted Average |
Levels of Assessment |
Grade |
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|
A |
B |
C |
D |
F |
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|
8,5-10 |
7-8,4 |
5,5-6,9 |
4,0-5,4 |
<4 |
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|
Presentation Organization |
7,8 |
10% |
Clear and coherent organization which is easy and pleasant to follow |
Quite clear organization which is easy to follow |
Presentation organization is not clear and difficult to follow |
Presentation organization is unclear and incoherent |
Presentation organization is unclear, incoherent and difficult to follow. |
|
|
Presentation Content |
1,2,3,6 |
50% |
Content is very clear, coherent, and interesting. Main ideas are well developed and supported throughout the presentation |
Content is good with clear ideas, but some parts are not logical |
Content is unclear with some incoherent and vague main ideas |
Substandard content which lacks logical organization. Ideas are vague with little evidence of critical thinking |
Poor content with “copy and paste”, incoherent ideas |
|
|
Presentation skills |
7,8,9 |
10% |
Good and clear presentation, using body language to effectively attract and interact with audience |
Clear presentation with body language, but inadequate interaction with audience |
Mediocre presentation without body language and inadequate interaction with audience |
Substandard presentation without body language and inadequate interaction with audience |
Poor presentation without body language and inadequate interaction with audience |
|
|
Q & A |
1,2,3,6,8,9 |
10% |
Fluently answer all questions from audience |
Answer about 2/3 questions from audience |
Answer about 1/2 questions from audience |
Answer about 1/3 questions from audience |
Unable to answer any questions from audience |
|
|
Use of media |
7,8 |
10% |
PPT is clear, relevant and well-designed. Handouts are provided to audience |
PPT is well-designed and easy to follow |
PPT is simple |
PPT is poorly designed and hard to follow |
None |
|
|
Presentation time |
9 |
5% |
Stay on time |
Over ¼ time limit |
Over 1/3 time limit |
Over ½ time limit |
Double time limit |
|
|
Dress code |
9 |
5% |
Formal and professional dress code |
Formal and neat dress code |
Casual and informal dress code |
Casual dress code |
Unsuitable and impolite dress code. |
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