I have served as a Teaching Assistant in Department of Statistics and Data Science (CUHK) for the following courses:

• STAT4005 – Time Series
  2022–23 (Term 1), 2023–24 (Terms 1 & 2), 2024–25 (Terms 1 & 2), 2025–26 (Term 1)
• STAT5107 – Discrete Data Analytics
  2023–24 (Term 1)
• RMSC3101 – Special Topics in Risk Management
  2022–23 (Term 2)
• RMSC5001 – Advanced Statistical Theory in Risk Management
  2023–24 (Term 2)

STAT4005 (Time Series) – Tutorial Notes

Below is the complete set of tutorial notes I prepared for STAT4005.

Tutorial 0 – Preliminary Material

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 1 – Decomposition of Time Series

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 2 – Stationarity & Dependence Measure

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 3 – Parametric Time Series Models

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 4 – Midterm Review

• 🔍 Notes (With Solution)

Tutorial 5 – Inference on Model Parameters

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 6 – Model Selection & Diagnostics

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 7 – Forecasting

• 📄 Notes (Without Solution)
• 🔍 Notes (With Solution)

Tutorial 8 – GARCH Models

• 🔍 Notes (With Solution)

Tutorial 9 – Test of Non-Stationarity

• 🔍 Notes (With Solution)

Midterm Examination - Past Paper

• 🔍 2022-23 1st Term
• 🔍 2023-24 1st Term
• 🔍 2024-25 2nd Term

Final Examination - Mock & Past Paper

• 🔍 Mock Final (Without Solution)
• 🔍 Mock Final (With Solution)
• 🔍 2022-23 1st term (T&F Question)