Computer Science Assignment work

BADM 566 Application of AI in Risk Management

Homework 4 Due:

Name: ________________________ Score: _________________

Question 1.

Describe clustering, classifications and associations. Explain how clustering is different from classifications.

Question 2.

a. Describe various risk measurement approaches.

b. Describe VaR approaches used to estimate the value at risk.

Question 3.

Calculate Expected Return in the attached Excel sheet “Week4- HSBC_Expected_Returns_Risk_Analysis”. Please use ExpectedReturn.HSBC, and ExpectedReturn.MK columns. Please see completed example the Excel example attached “Week4 - BARC_StockandMarket_Risk_Returns_Sample”.

Question 4.

Calculate Standard deviation, Market Beta, and Historical VaR in the attached Excel sheet “Week4- HSBC_Expected_Returns_Risk_Analysis”. Please use ExpectedReturn.HSBC, and ExpectedReturn.MK columns. Please see completed example the Excel example attached “Week4 - BARC_StockandMarket_Risk_Returns_Sample”.

Question 5.

Calculate the Pearson Coefficient of Correlation between sales and Payroll cost using MS Excel function “CORREL”. Please see the example in attached Excel “Week4 - Correlation Examples”.

Sales	Payroll cost
6	4
8	4
9	6
5	4
4.5	3
9.5	6