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MSO3610 Financial Data Analysis

Coursework

Issued: 2 February 2023

Submission Date: 3 March 2023

This coursework is an individual coursework and carries 50% of the total module assessment. It is expected that you will use Excel, Minitab and Word (or other suitable word processing software) to do this coursework. The coursework should be submitted electronically on the module webpage portal in pdf format as one single document no  later than 23:59 on 3 March 2023.

The coursework is based on the subject of Time Series which we covered in the Weeks 13, 14 and 15 lectures. However you should also draw on previous work we  have covered especially Correlation and Regression covered in the Weeks 11 and 12 lectures.

Coursework

Go online and find and download the following three data sets for the period 1 January 2021 to 31 December 2022.

You will also need additional data for 1 January 2023 to 15 January 2023.

A. Download either BP share prices OR Shell share prices on the London Stock Exchange (NOT BOTH).

B. Download either Brent Crude Oil prices OR WTI Crude Oil prices in USDollars (NOT BOTH).

C. Download GBP – USD exchange rates.

1.  Using various methods we have covered in lectures and seminars carry out a thorough analysis of the share prices and the oil prices you have chosen ofthe   two data sets (A and B) by drawing appropriate graphs, carrying out appropriate calculations, producing descriptive statistics and importantly consider the relationship between the two data sets, for which you will need to consider the   currencies of the two data sets. Write a short summary (up to 250 words) explaining what you have done and your findings. Explain any difficulties you  encountered and how you dealt with them. (30%)

2.  Using various forecasting methods we have covered in lectures (Trend, Moving Average, Single Exponential Smoothing, Double Exponential Smoothing and    Winters Method) and possibly others make forecasts for the following nine time points from one of either the share price or the oil price. Compare these forecasts to the actual prices on 1 January 2022 to the 15 January 2022 using MAD, MSE, RMSE and MAPE. (30%).

3.  Write a summary (up to 500 words) explaining what you have done, your       findings and any conclusions you have arrived at. Explain any difficulties you encountered and how you dealt with them. (20%)

4.  Clear presentation and well written work.(10%)

5.  Any relevant additional information and analysis will attract marks.(10%)

6.  Each coursework should come with a cover sheet stating just your student number. When submitting coursework keep a copy and obtain a receipt.

7.  Handwritten work is not acceptable.

8.  The coursework must be the work of the individual and nobody else. Any work that is a copy or near copy of another student will be reported to the University’s Registry which could institute disciplinary procedures.

9.   An electronic copy of your coursework should be submitted in pdf format as one single document no later than 23:59 on 3 March 2023.

Marking Scheme

Extract & Clean Correct Data              10

Analysis of initial time points              10

Relationship between sets                    10

Explain what done  & findings              5

Forecast remaining 9                            15

Compare MAD,RMSE,MAPE             15

Summary & Conclusions                     10

Difficulties                                             5

Extra                                                     10

Presentation                                          10