Resultat av: Time Series Analysis, SF2943, vt 2014Status: Avslutad
Publicerad under: 2014-06-10 - 2014-07-02
Antal svar: 5
Procent av kursdeltagarna som svarat: 7%
Kontaktperson: Filip Lindskog
Did the course match your expectations? What aspects of the course worked well for you? What would you like to have seen more of? What aspects of the course should be improved?- The course matched the expectations. Although perhaps some optional R-tutorial seminars would be nice, even if R is not compulsory, it would be a good oppurtunity.
- The course did very much meet my expectations. The project work was one of the best things I have done at KTH even though it took very much time (maybe a bit too ambitious).The exercise sessions were very good as well as the session with old exams.
- The course matched my expectations. I liked that the course focused on developing practical time series analysis skills. On the other hand, I would like to have seen maybe one extra exercise session (two were taken up by project discussion seminars).
- The course was well adapted. The MCQ part was very interesting and gives a good overview of the project work and the course in general. It would be great to see the financial times series more in details.
- I think a project work is a good idea but I think it should be less or equal to half the size of this years project work. I feel that mostly we were coding matlab/latex and did not have time to put any reflection on various results.
I generally favor hand in assignments regarding theory in courses, since I think it is the best way to learn courses.
The lectures where quite slow and sometimes "shaky", it feet like the flow of the lectures could perhaps be improved by more preparation.
(I attended 4-5 lectures).
The exercise sessions where great.
What is your opinion on the multiple-choice test? Did it support you in studying the course material and prepare you for the project work?- It was stimulating the whole reading. Not bad.
- It was good in the sense that it forced us to start to work (in many courses you delay your work more). I do not feel it particularly prepared us for the project work even though it was a good "kick-off".
- I have found the solutions to the multiple choice test using simulations. Only later during the course, while working on the project, I learned how to solve these problems using a theoretical approach. The test encouraged me to study the textbook and helped prepare me for the project work.
- The MCQ was a good preparation for the project work and even the exam. As a matter of fact, when I was preparing for the exam, I came back to it and realized I understood a lot of things that I didn't get that well at first.
- I think it is a good idea. Perhaps it should be suggested not to use simulations for answering the questions/the question should be stated such that simulations are non-necessary(not sure this was the case this year, I used simulations to answer the questions) since it provides more understanding of the different properties studied.
Do you have further comments or opinions on the course and the course material?- There should be a continous course that supports more GARCH and ARCH for those who are interested in finance. Otherwise, Good Work!
- The course littérature is good. The examination did very much meet the expectations in the sense it emphasized the applied parts of the course.
- I think that it could be of advantage to emphasize to the students, before they start on the project, that (1) it is not expected of them to implement the methods -- it is better to use that time to focus on the analysis, (2) as opposed to R, the student version of Matlab has very few of the methods implemented. Otherwise I think that the project was a great learning experience.
- The book by Brockwell and Davis was a great tool for this course. I gives a several approaches to the study of time series.