当前位置:天才代写 > 时间序列代写 > 商业预测分析代写 Time Series代写

商业预测分析代写 Time Series代写

2022-02-17 11:45 星期四 所属: 时间序列代写 浏览:329

Predictive Analytics in Business (ECOM6003)

Assessment 1 – 50 Marks

商业预测分析代写 Submission Instructions:Students are required to write a response to each question (clearly labelled) in this assessment.

Submission Instructions:

Students are required to write a response to each question (clearly labelled) in this assessment. The code should be submitted as a separate file or notebook. The completed assessment will need to be submitted via a Turnitin link on Blackboard. Please refer to the Blackboard announcements for the due date and time. Please note that each question is worth 12.5 marks. The total marks for this assessment is 50 and it contributes 50% towards the final grade. Please ensure that appropriate commentary and/or reasoning (if required) is provided for all your responses.

 

Questions:

1.  商业预测分析代写

The data set pcancer.data contains 97 observations on a prostate cancer marker (lpsa) and a number of clinical measures for men undergoing cancer treatment. The file pcancer_README.txt includes a brief description of the variables in the dataset. Please attempt the following tasks:

(i) Produce summary statistics and plots for the independent variables as well as the response variable. Provide commentary on these outputs.

(ii) Extract the training data (where train = T) and estimate an OLS model using all of the variables. Provide detailed commentary on the model output.

(iii) Run the estimated model from (ii) on the test data (train = F) and comment on the adequacy of the model. You may use your knowledge of diagnostic testing to suggest improvements for the model.

(iv) Estimate an OLS model using all of the data available i.e. all 97 observations. Comment on the model output. Compare this result to results in (ii) and (iii).

(v) Estimate a model using the LASSO shrinkage method. Provide comments on how the tuning parameter was selected. Which of the variables were omitted? Compare these results to the OLS results in (iv).

Note: Commentary (where requested) should be based on the statistical interpretation of the results. Students are not expected to provide interpretations in terms of the medical/clinical attributes.

 

 

2.  商业预测分析代写

Use a simulation study to investigate the behaviour of shrinkage estimators. Start by simulating a regression model and attempt to estimate the true values of the coefficients using standard estimation techniques (OLS and/or MLE) as well as shrinkage estimators (Ridge and Lasso). Do the shrinkage estimates change if the:

(i) sample size of the simulation changes?

(ii) size/magnitude of the true coefficients changes?

(iii) correlation between the independent variables changes OR introduction of discrete variables into the model?

Please attempt to explain your findings for each of the above.

 

3.  商业预测分析代写

Use your knowledge on Time Series concepts to complete the following questions:

(a) Simulate an AR(1) process

yt = φ0 + φ1yt1 + ut 

where φ0 = 0.5, φ1 = 1 and y0 = 1. Assume that ut is normally distributed with mean 0 and variance 1 and let t = 2000. Plot the simulated series and briefly describe it. Focus on describing (not deriving) the behaviour of E(yt) and V (yt).

(b) Simulate another AR(1) process

xt = θ0 + θ1xt1 + vt 

where θ0 = 0.25, θ1 = 1 and x0 = 1. Assume that vt is normally distributed with mean 0 and variance 1.5 and let t = 2000. Plot the simulated series and briefly describe it. Focus on describing (not deriving) the behaviour of E(xt) and V (xt).

(c) Produce a scatterplot of yt (y-axis) and xt . Next, regress yt  on xt . Discuss the regression results i.e. coefficient estimates, standard errors and other model outputs. You may perform regression diagnostics as well. Given that we have simulated the two variables independently, can you explain what is happening.

(d) Do the results change if any of the model parameters (excl. error terms) are modified? Discuss this.

 

4.  商业预测分析代写

A client would like to invest $20 million dollars in companies listed on the Australian Stock Exchange (ASX). The client would like your advice on

  • Which stocks they should invest in.
  • How much should they invest in each stock.

Prepare a case outlining how you will attempt to find a solution to this problem i.e. methodology only. You should begin by considering an appropriate data source and outline a step by step approach. Do consider applying the topics/concepts that we have covered in this unit. However, you may also use concepts from other units that you have already completed. The final output will be a series of steps containing details of how you would fulfil the client’s request. Please explicitly state any assumptions you have made such as focusing on stock prices versus stock returns. Identifying and stating any challenges associated with your proposed methodology will demonstrate that you have thought about this in-depth.

Notes on the question 4 : This is a real industry problem faced by investment analysts/managers. The instructions are intentionally vague to simulate the more realistic scenario i.e. your prospective client may not be entirely clear with their intentions. This submission is meant to be a preliminary plan. Please do not write more than 1.0 A4 page.

 

商业预测分析代写
商业预测分析代写

 

 

更多代写:编程网课代刷修  gmat网考作弊  英国Medicine作业代做   管理论文代写  会计论文代写  代修留学生网课

合作平台:essay代写 论文代写 写手招聘 英国留学生代写

 

天才代写-代写联系方式