o
Weijie Wu (wwu@se.cuhk.edu.hk)
o
Office Hours: Mondays 12:30pm - 1:30pm, or by appointment, in ERB 615
o
Fai Lung Wong, Frank
(wongfl@se.cuhk.edu.hk)
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Office Hours: Tuesdays 12:30pm - 1:30pm, or by appointment, in ERB 905
o
Chaolin Yang
(clyang@se.cuhk.edu.hk)
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Office Hours: Thursdays 10:30am - 11:30am, or by appointment, in ERB 511D
·
Lecture Hours/Venue: Wednesdays 9:30am - 12:15pm, in SWH 2 (Fung King Hey Bldg Swire
Hall 2)
·
Tutorial Hours/Venue:
o
Tuesdays 4:30pm-5:15pm in LHC G03 (Y.C.Liang Hall)
o
Thursdays 5:30pm -6:15pm in ERB 405 (WMMW
Engineering Bldg.)
In
this course we will develop techniques for incorporating randomness in models
of real-world phenomena and study how to analyze such models using tools from
probability and statistics. Specifically, we will first study econometric
models that arise in the business, finance, and more generally, social sciences
areas, and see how they can be used for forecasting and policy analysis
purposes. In the process, we will develop the necessary statistical machinery
to analyze those models. Then, we will cover the basics of stochastic
processes, with particular emphasis on the theory of Markov chains.
Applications, such as queueing systems, random walks
and birth-death processes, will be used to illustrate the theory.
Students
should have workable knowledge in basic probability and statistics, at the
level of SEEM 2430 or equivalent.
Students may find the
following textbooks useful for this course:
Supplementary material
will also be posted below as the course progresses.
Last Updated:
May 02, 2013