1. Your strategy produces 100,000 forecasts over time. You would like to derive the CPCV distribution of Sharpe ratios by generating 1,000 paths. What are the possible combinations of parameters (N, k) that will allow you to achieve that?

2. You discover a strategy that achieves a Sharpe ratio of 1.5 in a WF backtest. You write a paper explaining the theory that would justify such result, and submit it to an academic journal. The editor replies that one referee has requested you repeat your backtest using a CPCV method with N = 100 and k = 2, including your code and full datasets. You follow these instructions, and the mean Sharpe ratio is –1 with a standard deviation of 0.5. Furious, you do not reply, but instead withdraw your submission, and resubmit in a different journal of higher impact factor. After 6 months, your paper is accepted. You appease your conscience thinking that, if the discovery is false, it is the journal’s fault for not having requested a CPCV test. You think, “It cannot be unethical, since it is permitted, and everybody does it.” What are the arguments, scientific or ethical, to justify your actions?

 

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1. You work for a small manufacturing firm, where it is clearlytoo expensive to have proper segregation of duties. Because of thislack of control, manage- ment knows that opportunities exist toperpetrate fraud within the company. Management is particu- larlyconcerned with possible collusion between pur- chasing agents andvendors because of the relatively small size of the company and thefact that a single purchasing agent is often solely responsible fora vendor’s account. Management knows now that a lot of money can besaved by proactively preventing fraud and not just acting on areactionary or crisis basis. They have started to establish anopen-door policy where all employees are encouraged to talk aboutpressures and opportunities faced while on the job. Management alsowants to establish a hot- line where employees can reportsuspicious activity.

a.          Is anemployee hotline necessary?

b.         Is this sortof whistle-blowing ethical?

c.          Whatcan management do as they establish this hotline to encourageemployees to actu- ally use it?

 

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1. You wish to construct   an ideal lowpass filter with

Because the system you build is causal, you actually have

(a)  Find  H(f), and compare   it to the system  function  of the ideal  filter.

(b)   Find the output when the input  is

(c)   Find the error  (difference   between  output  and input)  for the input of part  (b).

 

2. Compare the step response of an RC circuit (output taken across the capacitor) with that of an ideal lowpass filter. Find the value of tift for the ideal filter (in terms of R and  C), which  mini- mizes  the integrated  square  error  between  the two step responses.

3. Design a Butterworth lowpass filter with a 3-dB cutoff at 500 Hz. The roll-off of the filter must be such that the amplitude response is attenuated by at least  50 dB  at a frequency   of 3 kHz.

4.   Design  a spectrum   analyzer   that  can  display   the  magnitude   of  the  Fourier  transform   of the function

 

 

 

 

 

 

 

 

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1. You must choose one of the brands listed below for your presentation o Adidas o Dell o Waterstones 2. Scenario: You have been appointed digital brand consultant for the chosen company and your first task is to present the results of your digital and social media audit to the company’s board: The managing director wants to see your report in advance of the meeting but does not have time for a meeting with you to discuss it. You are therefore required to submit a PowerPoint presentation (created in ‘notes view’) of a maximum 12 slides with accompanying notes explaining your review and totalling no more than 2500 words. Your presentation should contain sufficient notes and images so that it could be fully understood without you being there to explain it. Guidance on content: You should use the topics covered in the weekly lectures to guide you on the contents of your digital communications audit and you should support your critical discussion with evidence of academic reading. You should also make some consideration of the main competitors for the brand and the customer journey. ( important to consider application of factors such as SWOT, porter five forces, Pestle and other market analysis tool that can be used in this scenario). Please bear in mind you must submit notes to accompany your presentation – you should not simply write your report on Powerpoint slides. Slides which contain only text and provide no illustration of the points under analysis are unlikely to score well.

Attachments:

job-card.docx

 

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