Final Report (EDITED, 2304h)

[Chao Rong Koh]

Hey Team,

I included all your comments in this newly edited file and made a few small changes I have spotted.

Some comments from me:

Helen: I used only some of the pictures you sent to me, because some of the fonts in the picture are slightly different and doesn't match the font in the document.

Nick, Carol: your edits are reflected.

Takehiro: Thanks for pointing out the formatting. I re-edited almost all the formatting. should be okay now :)

Alex: I have inserted a sentence in page 29 to introduce the pseudo code you have sent me. In appendix 7.5, I have attached your pseudo-codes for event study.

Also, you mentioned that the Appendix should be more consistent. I am not very familiar with codes (raw, pseudo or executable). My impression was that we only have Li, Chu's pseduo codes, and the ML executable code. Is there a flow pseudo code for data clearing?

In any case, I am not sure what is the best way to present the codes (raw, pseudo or executable). For the record, the font and color code for the ML codes were intentionally formatted that way.

[ACTION NEEDED] Nick/Alex: While looking at the pseudo-codes, Appendix 7.2 & 7.5, the color-codes and the styles of the codes are different. Do you guys want to standardize the color-coding? Is that important? I am fine with how things are.

Thanks for the feedback!

Regards,

Chao

[Nicholas G Marinakis]

I think you have missed the point, here. The Li, Chi, et al pseudocode IS the ML algorithm. I'm providing the actual code.

That's what an appendix is for, to throw all the stuff that isn't important enough to be in the report, but that might need to be referenced.

I definitely want kachani to be able to see my code if he wants to, that's why I spent so much time this afternoon formatting it and putting it in there.

Chao, I noticed one or two formatting issues with the ML code; I'll send them to you when I give you my final FD notes later

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[Rachel J Lam]

Hi Chao, Team,

Should we include the methodology for data extraction as well as the SQL code in the Appendices as well since we're including codes for ML and Event Study? I've attached the document prepared a couple of days ago. If it goes well with the report, maybe we can add it in. Otherwise, we can leave this in the Appendices to be sent to FD. Thanks Chao for the great work compiling!

Rachel

[Alexander Athanasios Andonyadis]

Hello team,

To clarify my thinking. There are generally two ways to present a code: first "raw executable" is the form of code which is used -as it is- to run in the program language it was written for. Second, "pseudo code" is the form of code that is more friendly to read but is not executable, aka it is easier to understand it but it cannot be implemented in any program. Thus I think we should present in the appendix only one of these types. Given the circumstances I think we should have the pseudo code in the appendix (it is easier to understand what is happening and it takes less space) and we can include the actual code in the CD.
I hope this clarified things.

Best,
Alex