Final Project Guideline
Due: week of 12/7 (exact time TBD)
Each student will carry out an individual course project. You task is to identify and quan- titatively investigate a problem of practical significance using techniques learned in this class. Formulate your problem as a quantitative question, find datasets in the public domain (i.e. make sure you have the right to use the data and publish its findings) that are relevant to it, and utilize appropriate regression and time series methods learned in the class to answer your questions. The problem you aim to address may concern any domain or discipline such as business, finance, economy, environment, society, etc. For example, you can choose to do (but are not limited to) one of the following: find a strategy that will potentially generate positive return for a company, demonstrate your ability to evaluate risk more accurately, or to generate useful information and assessment from data. The final project counts towards 20% of your grade.
Project report guideline The project report is a written report that explains and showcases your work. It should contain the following components (including supporting graphics or tables when necessary):
1. An introduction to the problem addressed by the report, its background, and its signifi- cance and impact to the industry, the economy, the environment, the society, etc.;
2. A description of the data used in the analysis;
3. The quantitative methodologies you employ to address the problem, including the ratio- nale for your choices, as well as model assumptions relevant to real-life interpretability;
4. The results of your analysis. This should include introspective comments on the perfor- mance of methods employed, such as model diagnostics and sensitivity analysis.
5. Conclusions, interpretations, implications, and suggestions for future practice, based on your analysis and findings.
You should acknowledge all sources of external information referenced within your work, using a proper bibliography style system.
Conciseness and clarity in writing, as well as the aesthetics of presentation, are both highly valued. While it¡¯s important that you organize the report to clearly and comprehensively com- municate the above things, you do not need to insert extra written filler to meet a particular minimum page limit. Submitting more than five pages of writing, excluding figures and tables, will probably decrease rather than increase your grade. Sensible choices of graphics and format- ting are highly encouraged as they convey thoughtfulness of the preparer.
Submission instruction. All submissions will be through Canvas. You will submit the written project report in .pdf format, in which all supporting figures and tables are included, but no code nor raw data is shown. In addition, in order to ensure research reproducibility, you will also submit (i) dataset(s) used for your project, and (ii) R code that can reproduce all the results in your report by directly reading the dataset.
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