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CME 211 C++ Exam

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CME 211 C++ Exam

Important note: You are granted three hours to complete this exam. For submission
instructions, see the submission instruction section at the end of this exam.
1 Short answer questions (27 points total)
For the following section of questions, please record your answers in a short answers.md file. We’d
recommend budgeting approximately 30 minutes for this portion; ideal answers will be succinct.
1.1 Declarations and definitions (12 points)
Given the following C++ declarations/initializations:
1 int i, n = 5;
2 double matrix [4][4], array [3], dt = 0.5;
For each statements below (A through D), select one option and justify: (1) the code does
not compile; (2) the snippet performs an unsafe operation that will (or is likely to) result in
non-deterministic behaviour or crashes; or (3) there are no problems with it. We emphasize
that to earn full points you must justify your answer.
(A: 2 points)
1 i = n;
(B: 2 points)
1 matrix [4][3] = 2.0;
(C: 2 points)
1 array [0] = dt;
2
CME211: Scientific Computing and Software Development for Engineers 3/9
(D: 2 points)
1 double n = 5;
Assuming that the code compiles and iostream is included, state what you expect to be
printed to console for the following code. Assume unsigned char has 8 bit representation.
Full points will only be awarded for answers which concisely justify the behavior at the
bit-representation level of the data.
(E: 2 points)
1 unsigned char p = 255;
2 std :: cout << (p +1) << std :: endl ;
(F: 2 points) In Natural Language Processing, it’s common to construct what’s known as
a language model which can estimate the probability of a word appearing in a sentence.
It’s possible to estimate the probability of an entire sentence appearing by multiplying
the (conditional) probabilities of individual words appearing one after another. Note
that the probability of any one word appearing may be very small, and sentences can be
arbitrarily long. Can you explain any (numerical) considerations we may wish to consider
before naively computing the product of a bunch of small (all non-zero) numbers? To
earn full points, you don’t have to pose a numerical solution, but you should describe
the potential outcome and why it may not be desired.
1.2 Pointers and stack allocated variables (15 points)
(A: 4 points)
State two key di↵erences of memory allocation on the stack and the heap.
(B: 4 points)
Consider the following C++ implementation.
1 # include <iostream >
2
3 int * make_triplet ( int a, int b, int c){
4 int triplet [3];
5 triplet [0] = a; triplet [1] = b; triplet [2] = c;
6 return triplet ;
CME211: Scientific Computing and Software Development for Engineers 4/9
7 }
8
9 int main (){
10 int * triplet = make_triplet (1, 3, 5);
11 std :: cout << ” triplet [1] = ” << triplet [1] << std :: endl ;
12 triplet = make_triplet (1, 2, 3);
13 std :: cout << ” triplet [1] = ” << triplet [1] << std :: endl ;
14 }
We compile the code and run the executable, and get the following output:
$ ./a.out
triplet[1] = 7827308
triplet[1] = 7827308
We intended to print the second element and observe 3 and 2 respectively, but instead we
get di↵erent values. Explain why the printed values are di↵erent from what was intended.
(C: 3 points)
We try to fix the above code, and decide to use keyword new:
1 # include <iostream >
2
3 int * make_triplet ( int a, int b, int c){
4 int * triplet = new int [3];
5 triplet [0] = a; triplet [1] = b; triplet [2] = c;
6 return triplet ;
7 }
8
9 int main (){
10 int * triplet = make_triplet (1, 3, 5);
11 std :: cout << ” triplet [1] = ” << triplet [1] << std :: endl ;
12 triplet = make_triplet (1, 2, 3);
13 std :: cout << ” triplet [1] = ” << triplet [1] << std :: endl ;
14 }
Now the output is
$ ./a.out
triplet[1] = 3
triplet[1] = 2
as desired. Briefly explain why this corrected the output.
(D: 2 points)
Does the modification introduce a memory leak? Why/why not?
CME211: Scientific Computing and Software Development for Engineers 5/9
(E: 2 points)
Is there something else that could be done that avoids the use of keyword new?
CME211: Scientific Computing and Software Development for Engineers 6/9
2 Programming (75 points total, inclusive of 15 writeup points)
In this section, your objective is to write a C++ program which can perform basic stock
analysis1. Use your knowledge of object-oriented programming (OOP) concepts to create a
Stock class. During grading we will be looking for demonstrated mastery of encapsulation,
abstraction, and C++ syntax.
2.1 Overview
Stock Price Time Series The file msft close.txt contains 253 observations of closing
prices for Microsoft (MSFT) from Nov 26, 2018 to Nov 26, 2019. Weekends and holidays have
been removed, and we will treat each trading day as contiguous for the sake of simplicity in
this problem. Here’s what the input data looks like:
$ head -5 msft_close.txt
106.47
107.14
111.12
110.19
110.89
You will modify the provided main.cpp file to read all prices from the file into a std::vector<double>
container.
Daily Return Let pt be the price at day t. The percentage change in price between day t
and t 1 is the daily return (1), for which we will use the symbol rt.
rt = pt pt1
pt1
(1)
Returns are important an important concept in finance, because it allows apples to apples
comparisons between stocks that have di↵erent prices, or strategies with di↵erent capital
investments.
In this assignment you will write a method to compute the daily returns from stock prices.
Note that if you have prices for 100 days, you will only be able to calculate returns for the
last 99 days. Do not multiply by 100; use the formula (1) as is.
Mean Daily Return The mean daily return (2) is a simple average over n daily returns
which are zero indexed:
r = 1
n
Xn1
t=0
rt (2)
You will also write a method to compute the mean return given prices.
1Recommended time: 2 hours. Allotment: 30 min to read the instructions and understand the problem
and solution; 60 min to type out code; 15 min to debug code; and 15 min to justify/write-up README.md.
CME211: Scientific Computing and Software Development for Engineers 7/9
Variance of Returns To measure the risk of a stock, you can compute the variance of its
returns series r using formula (3) below.
Var(r) = 1
n 1
Xn1
t=0
(rt r)
2 (3)
You will write a method to compute variance of returns.
2.2 Main
Interface Your program should be called by providing the input file name and stock ticker
name as command line arguments. For example, to execute the program on Microsoft data:
.\main msft_close.txt MSFT
Implementation Modify the provided main.cpp to read in a file of stock prices, create
a Stock object, and then write the stock ticker, mean return, and variance of returns. You
should output the results in the order listed here.
Output Format The output should be a text file named results.txt, and should follow
the following format. You do not need to format the floating point outputs.
$ cat results.txt
AAPL
0.0036267
0.0482122
Input Assumptions Assume that the inputs your program receives are well formatted,
and all prices are non zero.
2.3 Stock Class
Create a Stock class to perform the calculations described above. Modify the provided
Stock.hpp file and create a Stock.cpp file. Consider and address ways to avoid repetitive
calls to methods, and use OOP concepts like encapsulation in your design.
You may choose the arguments for dailyReturn, meanReturn, varReturn by modifying
Stock.hpp.
Note that each of the below listed requirements are graded independently, and you can earn
points on one section even if you haven’t completed the others. You may create any helper
methods you need.
Constructor Implement a constructor for a Stock object that accepts a std::vector<double>
container of stock prices and a std::string of the stock’s identifying ticker.
Daily Returns Create a method dailyReturn that calculates daily returns for a stock,
and return a std::vector<double>.
CME211: Scientific Computing and Software Development for Engineers 8/9
Mean Return Create a method meanReturn that computes the mean return over the
available data, and return a double .
Variance of Returns Write a method varReturn to calculate the variance of the returns,
and return a double.
2.4 Summary of Coding Requirements (60 points)
1. main (10 points)
• Import stock prices to a std::vector<double> container from file.
• Import the stock ticker from the command line to a std::string.
• Save results to results.txt in specified format.
2. Stock class (20 points assigned to design; 30 functionality points broken down below)
• (5 points) A constructor.
• (10 points) A dailyReturn method.
• (7 points) A meanReturn method.
• (8 points) A varReturn method.
2.5 Writeup (15 points)
Design Considerations In the separate markdown file README.md, describe and justify
your design choices by answering the following questions;
• What data members (attributes, variables) does the Stock class have? Are they public
or private, and justify your choice.
• What arguments do your dailyReturn and meanReturn functions accept, and why?
• What considerations did you make to minimize repetitive calls?
• Discuss whether the keyword new appears in your program, and why this is appropriate.
• Discuss ONE of the following: (1) an aspect of your program that you are proud of or
(2) a possible improvement to your program, or (3) if you did not finish the assignment,
the next step needed to fix the program.
Include as part of your README.md the command used to compile your program.
CME211: Scientific Computing and Software Development for Engineers 9/9
Submission Instructions
Within your Github repository, create a directory exam2, and add your submission files to
it. Your submission should consist of
• main.cpp
• Stock.hpp
• Stock.cpp
• README.md file with your writeup and documentation.
• short_answers.md
Commit your submission and push it to GitHub. Once when you are satisfied with your
submission, tag it “cppexam”.
Tags in Github To tag your submission, first make sure that you committed and pushed
everything to your GitHub repository. Then, set the tag to the local head by executing
git tag cppexam
in your local git repository. To push the tag to GitHub, execute
git push origin cppexam
Using the GitHub GUI to tag a release Note that it’s also possible to use the Github
web-interface to tag a release: simply navigate to your code on Github, ensure you have
selected the code tab, then click “release” in the same pane which displays the number of
commits and branches. The subsequent page has an icon to “Draft a new release”.
Late submissions The time of your submission will be the time of the tagged commit.
This time must be less than 3 hours from the time you first accessed the exam from Canvas.
We will check out tag “cppexam” from your repository and grade what is there, subject to
the submission time being less than or equal to 3 hours from the time-accessed timestamp
on Canvas. For exams that roll in after the 3 hours mark, will at first allow a 10 minute
grace period, beyond that each additional minute spent on the exam will cost 10 points.

PlaceholderCME 211 C++ Exam
$30.00
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