Course List
STAT4063 Time Series Analysis
时间序列分析
This course provides students with sophisticated statistical techniques and models for analysing time series data. Using statistical packages, such as R and Matlab, as computational aid, students will learn to use the models for analysis and forecasting where the distributions of arrival-times and withdrawal-times are unknown and not parametrically modelled. This statistical topic has achieved great prominence in the theoretical statistical literature because it is a particularly good arena for the introduction of techniques of estimating and testing finite-dimensional parameter values – such as a treatment-effectiveness parameter in clinical studies – in the presence of infinite-dimensional unknown parameters. Such problems are referred to as semi-parametric.
Check DetailsMATH1053 Linear Algebra I
线性代数 I
This course introduces the basic techniques in matrix algebra, which is the foundation for more advanced mathematics and statistics subjects. Major emphasis will be on the system of linear equations, linearly independence in finite dimensional vector spaces.
Check DetailsMATH1063 Linear Algebra II
线性代数 II
This course introduces the basic techniques in matrix algebra, which is the foundation for more advanced mathematics and statistics subjects. Major emphasis will be on the system of linear equations, linearly independence, and eigenvalue problems in finite dimensional vector spaces. Basic ideas and techniques on calculus will be introduced.
Check DetailsOR3013 Linear Programming and Integer Programming
线性规划和整数规划
To introduce fundamental theory, techniques and algorithms for linear programming and integer programming problems. It addresses both the basic as well as advanced topics in linear programming and integer programming. Several software packages will be also introduced.
Check DetailsOR3023 Simulation
随机模拟
To introduce the basic computer simulation in various discrete systems. The aim is to model and simulate various practical systems in financial, transportation, and commercial applications. This course covers the basic concepts, models and computer software in simulating practical discrete systems.
Check DetailsOR4023 Optimization
最优化方法
This course introduces the fundamental theory and techniques for both unconstrained and constrained optimization. There will be an overview of the existing numerical software packages. Finally some interdisciplinary techniques and applications related to optimization will be discussed.
Check DetailsSTAT2043 Structured Programming (for STAT Students)
结构化程序设计
This course introduces a methodical approach to programme development, starting from problem formulation and specification, through design of the solution, implementation, and documentation, to evaluation of the solution. The subject matter is taught through a high-level structured programming language. At present, C and MATLAB are used.
Check DetailsSTAT4004 Final Year Project I (STAT)
毕业论文 I
Students will undertake an individual project under the supervision of a faculty member and gain the practical experience of applying statistics and mathematics principles and techniques acquired from the course to the solution of real-life problems. The project demands careful planning and creative application of underlying theories and enabling technologies. A thesis and an oral presentation are required upon successful completion of the project. This course is open to Statistics majors only.
Check DetailsMATH2013 Introduction to Mathematical Finance
金融数学导论
To introduce (1) the practical and theoretical concepts involved in computing interest; (2) sufficient knowledge to handle all normal interest computations including bonds and mortgages and; (3) the common practical methods of computing approximate interest rates for commercial transactions.
Check DetailsMATH4003 Graph Theory
图论
This course covers some fundamental concepts and principles of graph theory. Practical topics include the Chinese postman problem, the travelling salesman problem and the map colouring problems. Applications of the theory and some related algorithms are also discussed.
Check DetailsMATH4013 Real Analysis
实变分析
This course provides an introduction to measure theory, Lebesgue integration, LP space, and Fourier analysis. Equipped with this knowledge, students are prepared for further studies in numerical analysis, functional analysis and advanced probability theory.
Check DetailsMATH4023 Differential Equation
微分方程
This course introduces differential equations and covers methods for solving these equations. The modelling of diverse phenomena by differential equations is demonstrated by a variety of examples.
Check DetailsMATH4033 Computational Finance
金融计算
To introduce computational methods for problems in finance, including the computation of market indicators and option prices. The market indicators include stock and option indices. The option prices are based on the Black-Scholes model. Finite difference methods, Monte Carlo Methods and Binomial Tree Methods will be introduced.
Check DetailsMATH4043 Actuarial Mathematics
精算数学
This course introduces the mathematics of life contingencies. Areas to be studied include survival distributions and construction of life tables; and the calculation of values of life insurance, of life annuities and of benefit premiums.
Check DetailsMATH4053 Numerical Methods
计算方法
This course teaches the ideas underlying commonly used numerical methods. It highlights important considerations in coding algorithms so that they are efficient and reliable. It teaches students how to choose an appropriate numerical method for a particular problem and to interpret the resulting output
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