金融统计学作业 RMB酬劳

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Paper replication

– Find and clean the data. Replicate results using MATLAB.
External/econometric/financial toolboxes should not be used
– Write a report with introduction, description of why the topic is important,
literature review, detailed description of the algorithm you are using
– Explain of why your results are different from the results in the paper
– Provide well-documented code
– Evaluation: consistency of the report, discrepancies between the algorithm
described in the report and the code, benchmarking the code using artificial
dataset.
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