Posted: May 29th, 2015

Future & Forward and Options Market

Future & Forward and Options Market

Paper details:
(a) What is the importance of the topic in derivatives market and risk management?
(b) What has been done on the topic by the researchers and scholars in the field?
What is the current state of knowledge on the topic?
(c) What are the unanswered questions on the topic? How are researchers and
scholars addressing these questions?
(d) What is your assessment of current and on-going research work on the topic
moving forward? What are the future research agenda(s) on the topic?
(e) An executive summary of the paper or concluding remark(s) covering the topic.
For more details on the online submission procedures including SVN visit the home
page of the school and look for SVN information under the For Students” tab. Your
code will be compiled and run, testing its outputs for the two networks with two queries
each that have been provided to you. None of the networks will contain more than
6
16 variables. Since the results are stochastic, the query answers will not be exact and
will vary from run to run. The answers will therefore be tested against a tolerance of
0.01 (i.e. your answers must be within 1% of the true values), so you must ensure
convergence to this level of precision. If it passes all tests you will get 15% of the overall
course mark. Note undergrads need to do inference (15%), and postgrads need to to
do both inference (10%) and learning (5%). The objective of the tests is to check for
the correct operation of your implementation. Hence, the basis of the assessment is to
compare your results against the expected results. You must also ensure that you have
an ecient implementation.
5 Bonus points for Undergrads
Undergrads can choose to do the learning task described in section 1.2 and 2.2 for bonus
point of 3%.
6 Using other source code
You may not use other source code for this assignment. You should personally and
carefully implement to fully understand the concept(s).
7 Due date and late submission policy
This assignment is due 11.59pm on Friday 12th June 2015. If your submission is late
the maximum mark you can obtain will be reduced by 25% per day (or part thereof)
past the due date or any extension you are granted.
The End
by Javen Shi, 7 May 2015