UROP Proceedings 2010-11

More documents

Recommendations

Info

Trading Volume and News HeadlinesAdvisor : SO Mike K P / ISOMStudent : WONG Chun Ko / RMBI(UROP1100, Fall 2010)The aim of this study is to explore the relationship between trading volume and newsheadlines in content and quantity. In particular, we investigate how emergence of news affectsthe trading volume. Stock data from HSBC trading volume from a particular period of timeand news headlines from major publications are obtained to analyze whether the quantity andquality of news are closely related to trading volume.Comparison on Copulas and Conditional Depending usingCopula-GARCHAdvisor : SO Mike K P / ISOMStudent : YEUNG Yuk Ting / RMBI(UROP1100, Fall 2010)Multivariate GARCH (MGARCH) models are popularly discussed in academic studiesbecause of its satisfactory estimation of conditional dependence. In this project,copula-GARCH, another type of MGARCH, is studied for its ability in giving more preciseestimation on conditional dependence with non-normal multivariate distributions. Importantfunctions and properties of copula and MGARCH are highlighted and studied. Through theseunderstanding, we identify a new research direction on financial time series.Corporate Campaign Contributions and Political FavoritismAdvisor : ZHANG Michael X / ISOMStudent : ZHANG Tong / IS(UROP1000, Summer 2011)This project examines the causal link between corporate campaign contributions and politicalfavoritism. We analyze the impact of unexpected news coverage of some Congressmen’sscandals on their contributing companies’ stock market performance. The study shows thatcompanies donated to those politicians have suffered negative cumulative abnormal returnsaround the days the scandals were made public, and companies with more donations alsosuffered more seriously. To the extent that politicians’ unexpected career crises should nothave any impact on donating firms’ financial prospects if no political favoritism existed, ourresults suggest the existence of firm-specific political favoritism.67
Consumer Shopping Behavior in Internet Group-buyingAdvisor : ZHENG Rong / ISOMStudent : HUANG Yuelun / MAEC(UROP1000, Summer 2011)Internet-based group-buying is one of several important innovations of modern transaction. Ithas advantage over traditional sales in providing more choices, symmetry information andforeseeable deal price. Recently, the popular “groupon.com” is launched in China. However,the transactions in China are set by very low limit on the number of buyers for everysuccessful deal, and most of the transactions have low constant prices. This study collects datafrom past sales on “groupon.com” and the factors are ranked according to contributions tosuccessful deals and consumer behavior in future deals are predicted.Consumer Shopping Behavior in Internet Group-buyingAdvisor : ZHENG Rong / ISOMStudent : KHOR Sher Lyn / ACCT & IS(UROP1000, Summer 2011)The trend of group-buying has become more and more popular in many countries around theworld. Every day, more than 100,000 new deals are made in this market. The overwhelmingresponses from consumers have resulted in extremely favorable outcomes to merchants,which include boost in sales as well as increase in reputation. This project aims atunderstanding consumers’ buying behavior by collecting information on buying patterns ongroup-buying websites. Codes are developed for the purpose of data collection related tocities, current deals and specific details of the deals.Consumer Incentives in Participating Internet Group-buyingAdvisor : ZHENG Rong / ISOMStudent : TSOI Ho Yin / ECOF(UROP1000, Summer 2011)In the past few years, internet group-buying has become popular in Hong Kong. Toinvestigate what factors influence the number of purchases, we have to collect and quantifyreal-life data from leading group-buying websites. Results show that discount is not the onlyfactor influencing the number of purchases in internet group-buying. Instead, other factorssuch as cost, location, category and number of pictures contribute to the incentives forconsumer to participate in group-buying.68
Page 4 and 5:
Message from the PresidentUROP is a
Page 6 and 7:
School ofScience
Page 8 and 9:
After a month of screening, some pu
Page 10:
Water Quality Survey for Hong Kong'
Page 14 and 15:
Study of Blood Cell Development usi
Page 16 and 17:
Department of MathematicsSpace Orbi
Page 18 and 19:
Report on Lunar Crater ProjectAdvis
Page 20 and 21:
Efficient Numerical Methods for Dyn
Page 22 and 23: Department of PhysicsNear-Field Sca
Page 24 and 25: Kinetic Monte Carlo Simulation of S
Page 26 and 27: Random Walk on Complex Network and
Page 28 and 29: Manufacture of Photoic Crystals and
Page 30 and 31: School ofEngineering
Page 32 and 33: Techno-economic Analysis of Hydroge
Page 34 and 35: Heavy Metal Adsorption from Seawate
Page 36 and 37: Reformation of Antimicrobial Coatin
Page 38 and 39: Innovative Iron-based Process for O
Page 40 and 41: Department of Computer Science and
Page 42 and 43: An Investigation to Simplex Minimiz
Page 44 and 45: Distributive Name ServiceAdvisor :
Page 46 and 47: “Where To”: A Collaborative And
Page 48 and 49: Light Carving: Rich Object Scanning
Page 50 and 51: Sparse Matrix CompletionAdvisor : Y
Page 52 and 53: Optical Property Investigation of N
Page 54 and 55: Opto-Mechanical Oscillator with Dir
Page 56 and 57: Capture the FlagAdvisor : SHI Ling
Page 58 and 59: Building a Servo Robot SystemAdviso
Page 60 and 61: Department of Industrial Engineerin
Page 62: Digital Image Correlation Method fo
Page 65 and 66: Department of AccountingSchool of B
Page 67 and 68: Department of EconomicsThe Microeco
Page 69 and 70: Department of Information Systems,
Page 71: Financial Risk ManagementAdvisor :
Page 75 and 76: Consumer NostalgiaAdvisor : HONG Ji
Page 77 and 78: Lay Theory of ObesityAdvisor : MUKH
Page 79 and 80: Multiculturalism, Social Judgments
Page 81 and 82: School of Humanities and Social Sci
Page 83 and 84: China/Africa Links ProjectAdvisor :
Page 85 and 86: Housing Policy, Home Ownership Sche
Page 87 and 88: Psychology of HappinessAdvisor : TA
Page 89: Facial Expressions of EmotionsAdvis
show all

UROP Proceedings 2010-11

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?