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NOTE: These project have been reviewed by the course coordinators. However, there is no guarantee that these projects are acceptable. You are required to gather more information, submit draft proposal for feedback, and clear all [http://blue.smu.edu.sg/IS480/2016-2017/NDAandIP.html NDA, IP issues] early before proposal. Sponsors must refer to [http://blue.smu.edu.sg/IS480/2016-2017/FAQSponsor.html FAQ]. | NOTE: These project have been reviewed by the course coordinators. However, there is no guarantee that these projects are acceptable. You are required to gather more information, submit draft proposal for feedback, and clear all [http://blue.smu.edu.sg/IS480/2016-2017/NDAandIP.html NDA, IP issues] early before proposal. Sponsors must refer to [http://blue.smu.edu.sg/IS480/2016-2017/FAQSponsor.html FAQ]. | ||
| − | [[ | + | [[Project proposals]] |
| + | |||
| + | 1. Optimal trading strategy | ||
| + | |||
| + | The student will learn the optimal trading strategy that provide the minimum expected cost of trading over a fixed period of time. The theoretical framework is minimizing a combination of volatility risk and transaction costs arising from permanent and temporary market impact. The students are expected to develop the model based on the theoretical framework and to test the model performance by using intraday trading data in the stock market. We will guide students on both modeling and testing to complete this project. | ||
| + | |||
| + | 2. Catastrophe stress testing | ||
| + | |||
| + | The student will learn to assess the financial risk of a bank under catastrophe events such as earthquake, tsunami, pandemics and flood. The assessment methodology is based on catastrophe risk model framework developed by the insurance industry. The students will develop the model as well as test the model performance by using historical data such as actual losses, direct and indirect impacts on the economy, corporations, and financial industry due to the catastrophes. We will guide students on both modeling and testing to complete this project. | ||
| + | |||
| + | 3. Inflection point indicator - Currency crisis | ||
| + | |||
| + | The student will learn to assess the financial risk of a bank under catastrophe events such as earthquake, tsunami, pandemics and flood. The assessment methodology is based on catastrophe risk model framework developed by the insurance industry. The students will develop the model as well as test the model performance by using historical data such as actual losses, direct and indirect impacts on the economy, corporations, and financial industry due to the catastrophes. We will guide students on both modeling and testing to complete this project. | ||
'''Please note that:''' | '''Please note that:''' | ||
Revision as of 18:09, 15 July 2019
IS Project Experience [IS482 Research & IS483 Applications]
Welcome to this course wiki for IS Project Experience.
IS Project Experience eLearn
More about the Course information.
Tracks Overview
Project details
These are available projects for these courses. The descriptions are maintained by the sponsor or sent to the course manager.
PROFESSIONAL CONDUCT: You are expected to attend meetings you set. If you are not able to attend for legitimate reasons, please inform your contact and course coordinator with reasons stated. If we receive any complaint about your unprofessional conduct, disciplinary action will be taken. Your conduct is a reflection of SIS students and SMU. So, please act responsibly.
NOTE: These project have been reviewed by the course coordinators. However, there is no guarantee that these projects are acceptable. You are required to gather more information, submit draft proposal for feedback, and clear all NDA, IP issues early before proposal. Sponsors must refer to FAQ.
1. Optimal trading strategy
The student will learn the optimal trading strategy that provide the minimum expected cost of trading over a fixed period of time. The theoretical framework is minimizing a combination of volatility risk and transaction costs arising from permanent and temporary market impact. The students are expected to develop the model based on the theoretical framework and to test the model performance by using intraday trading data in the stock market. We will guide students on both modeling and testing to complete this project.
2. Catastrophe stress testing
The student will learn to assess the financial risk of a bank under catastrophe events such as earthquake, tsunami, pandemics and flood. The assessment methodology is based on catastrophe risk model framework developed by the insurance industry. The students will develop the model as well as test the model performance by using historical data such as actual losses, direct and indirect impacts on the economy, corporations, and financial industry due to the catastrophes. We will guide students on both modeling and testing to complete this project.
3. Inflection point indicator - Currency crisis
The student will learn to assess the financial risk of a bank under catastrophe events such as earthquake, tsunami, pandemics and flood. The assessment methodology is based on catastrophe risk model framework developed by the insurance industry. The students will develop the model as well as test the model performance by using historical data such as actual losses, direct and indirect impacts on the economy, corporations, and financial industry due to the catastrophes. We will guide students on both modeling and testing to complete this project.
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