Tuesday, October 23, 2007
My finance supervisor has got back to me with some suggested changes. I have now made all of these, and then asked my father to have a final read over it, as he is a retired academc and could improve much of the grammer. I have just done any changes he recomends and will have one final read over it tomorrow morning when my mind is fresh before I get it printed.
Thursday, October 18, 2007
Friday, October 5, 2007
Monday, September 24, 2007
My full data set has now arrived and the code I have allready developed needs little altering. One part that did require some changes, was a loop that cycled 125 000 times for the 900000 data samples that I have. This took to long for my computer to process, and I have determined a much more efficient way to process the data. All my code is complete and can be run on the full data set. However, I am still waiting on a list that determines if the randomised broker id's are retail or institutional brokers. Once this is obtained (hopefully this week) my results will be available and can be written up.
Wednesday, September 12, 2007
I have now finished the front end of my thesis, and all that is now needed to be written up is the results and conclusion. My sample data has just arrived (finally) so I can now start programming. The practice code i did earlier will help, and alot of the code I developed earlier can easily be altered to suit this data. I have just finished all my mid semesters and can now completely focus on my thesis. Hopefully I will have all the codeing completed by the end of the mid semester break.
Thursday, August 30, 2007
I have just handed in my thesis draft I had completed most of my introduction, the background and theoretical considerations, the design section as well as references. Unfortunately my data is yet to arrive. SIRCA has had a problem with their computers and have had a problem processing it. It is constantly being delayed but I have been told it should hopefully arrive by late next week. In the meantime my Finance thesis supervisor will give me some data that will represent the data structure and code can be developed for this data. I have also done some research on the ASX for a bit of instututional detail that I will add in my section about the data used.
Monday, August 20, 2007
I have now re-written my literature review, introduction to hopefully flow better and have typed up my design and models to be used. I am still waiting on my data and will email my Finance supervisor today to see if he knows when it may arrive. As a result of the wait I made up a mock data set in excel which I believe will replicate a similar data structure to what I will receive. I have written code that will do all the data manipulations and form the models required on this mock data set. Hopefully this code can then be easily changed so it can be applied to the true data set once it arrives.
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