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NJIT Academic Integrity CODE:  All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly.  This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams.  Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.

 

FALL 2010

 

Instructor:  Prof. Johnson

Textbook:  Analysis of Financial Time Series by Ruey Tsay. Publisher: Wiley; ISBN-13: 978-0-471-69074-0, ISBN-10: 0-471-69074-0 (Cloth).

Computer Software:  SAS, SCA (Scientific Computing Assoc.), RATS (Regression for Time Series), S-Plus, and R. I am using SAS in the class examples. SAS is a free download on the IST web site: http://ist.njit.edu/software/display.php?id=301.

Prerequisites:  Math 661 or departmental approval.

Grading Policy:  The final grade in this course will be determined as follows: 

▪ Homework:	10%
▪ Midterm Exams:	50%
▪ Final Exam:	40%

 

Drop Date:  Please note that the University Drop Date November 1, 2010 deadline will be strictly enforced.

Course Material:  This class is an introduction to financial time series modeling. It is a blend of the theory and applications. SAS is the software that will be used in class.

Homework Policy:  Your work is expected to be your own. Help from tutors, classmates, etc. is encouraged but you are responsible for mastering the material. Homework will be assigned at all classes. Homework will be collected periodically and periodic quizzes will be given. Late homework will not receive full credit. There will be no makeup tests, quizzes, or homework.

Honor Code:  The NJIT Honor Code applies to all activities associated with the course, including but not limited to homework, examinations, and projects. As an example, when you submit a homework assignment, you are certifying that your paper contains only your work and is not copied from other people or sources.

Class Rules, Department and University Policies:

▪        No assignments, home works, exams will be accepted late.

▪        Attendance at all classes and tests is required.

▪        The use of cell phones is not allowed under any circumstances.

▪        No eating allowed during the class and exams periods.

▪        You are expected to remain in the classroom for the entire class period. Wandering in and out of the classroom is not allowed.

Attendance:  Attendance at all classes will be recorded and is mandatory.

Examinations:  Two in-class midterm examinations and one final examination will be given on the following days:

Exam 1:	October 11, 2010
Exam 2:	November 15, 2010
Final Exam Week:	December 10-16, 2010

 

Makeup Exam Policy:  There will be No make-up EXAMS during the semester. In the event the Final Exam is not taken, under rare circumstances where the student has a legitimate reason for missing the final exam, a makeup exam will be administered by the math department. In any case the student must notify the Math Department Office and the Instructor that the exam will be missed and present written verifiable proof of the reason for missing the exam, e.g., a doctors note, police report, court notice, etc., clearly stating the date AND time of the mitigating problem.

Further Assistance:  For further questions, students should contact their Instructor. All Instructors have regular office hours during the week. These office hours are listed at the link above by clicking on the Instructor’s name. Teaching Assistants are also available in the math learning center.

Cellular Phones:  All cellular phones and beepers must be switched off during all class times.

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MATH DEPARTMENT CLASS POLICIES LINK 

All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here.

 

Course Outline And Homework Assignments:

 

 

Prepared By:  Prof. Kenneth Johnson

Last revised:  July 26, 2010