Professor Wei Zhu: Teaching


[button]AMS 316.1 Time Series Analysis (Undergraduate), Fall 2014


Is class in session?

[button]Dear Students, please call 632-snow to inquire whether school/class is in session.

[button]Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.

Class Information

[button]Time: TuTh 1:00-2:20PM; [Merry-go-round]Location: Light Engineering 102

[Wei]Instructor: Professor Wei Zhu
Math Tower P-138
Phone: 632-8374
email: weizhu2000@gmail.com
Office Hours: Tuesday, Thursday 2:30-3:30PM.

[Wei]Graduate TA: Kecheng Xu (Frank)
TA office: Harriman 010
email:
shcjxkc@126.com

OFFICE HOURS: Tuesday/Thursday 10:00-11:00 am

 

[button]Text: Chris Chatfield. The Analysis of Time Series: An Introduction (6th ed.)

Chapman & Hall/CRC.

.

[button]Download Course Materials

 

[button]Syllabus  

[button]Lecture 1

[button]Lecture 2

[button]Lecture 3

[button]Lecture 4

[button]HW 1, due Tuesday, 9/16

[button]HW 1, solutions

[button]HW 2 (previous version), will not be collected

[button]HW 2 (previous version), solutions

[button]Lecture 5

[button]HW 3, due Tuesday, 9/30

[button]HW 4, due Tuesday, 9/30

 

 

 


[button]AMS 516.1 Statistical Methods in Finance (Graduate), Fall 2014


Is class in session?

[button]Dear Students, please call 632-snow to inquire whether school/class is in session.

[button]Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.

 

Class Information

[button]Time: TuTh 10:00-11:20AM; [Merry-go-round]Location: Melville Library W4530

[Wei]Instructor: Professor Wei Zhu
Math Tower P-138
Phone: 632-8374
email: zhu@ams.sunysb.edu
Office Hours: Tuesday, Thursday 1:30-2:30PM.

[Wei]Graduate TA: Jianzhao Yang (Kinsley)
TA office: Math Tower B-148
email: jianzhao.yang@stonybrook.edu  or kinsleyy@gmail.com

Office Hours: Tuesday/Wednesday 4:00-5:00pm.

[button]Text: Lai, T.L. and Xing, H. (2008). Statistical Models and Methods for Financial

Markets. Springer, New York. & Papers from open access journals.

[button]Download Course Materials

 

[button]Syllabus  

[button]Review Lecture 1

[button]Review Lecture 2

[button]Review Lecture 3

[button]Review Lecture 4

[button]Handout 1

[button]Handout 2

[button]Handout 3

[button]Regression analysis, Lecture 1

[button]Regression analysis, Lecture 2

 

 

 

 

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Revised: September 22, 2014
Copyright © 2014 Wei Zhu
zhu@ams.sunysb.edu


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