| Course Name | Signal Processing for Business Applications |
| Course Code | 19CCE338 |
| Program | B. Tech. in Computer and Communication Engineering |
| Year Taught | 2019 |
Structure of financial markets-financial instruments-stock price models-asset returns-modern portfolio theorycapital asset pricing model-relative value and factor models -Trading terminology-long and short positions-cost of trading – backtesting-pairs trading and mean reversion-statistical arbitrage-trend following- trending in multiple frequencies.
Measuring business cycles- The Hodrick – Prescott filter – Baxter– King filter – Technical Analysis – Indicators –Oscillators- Signal to noise ratio – Sine wave indicator – Instantaneous trend line – Identifying market modes– Transform arithmetic – FIR – IIR – Removing lag – Adaptive moving averages – Ehlers filters.
Measuring market spectra – optimum predictive filters – Adapting standard indicators- High frequency tradingDesigning profitable trading system.
Evaluation Pattern
| Assessment | Internal | External |
| Periodical 1 (P1) | 15 | – |
| Periodical 2 (P2) | 15 | – |
| *Continuous Assessment (CA) | 20 | – |
| End Semester | – | 50 |
| *CA – Can be Quizzes, Assignment, Projects, and Reports. | ||
Objectives
Course Outcomes
CO – PO Mapping
| PO/PSO/CO | PO1 | PO2 | PO3 | PO4 | PO5 | PO6 | PO7 | PO8 | PO9 | PO10 | PO11 | PO12 | PSO1 | PSO2 |
| CO1 | 3 | 2 | – | – | – | – | – | – | – | – | – | 2 | 2 | – |
| CO2 | 2 | 3 | – | – | – | – | – | – | – | – | – | 2 | 2 | – |
| CO3 | 2 | 3 | – | – | – | – | – | – | – | – | – | 2 | 2 | 2 |
| CO4 | – | 2 | 3 | – | – | – | – | – | – | – | – | 2 | 2 | 2 |
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