Schedule of Fall 2022
[Week01, 2022/09/07]
[Week02, 2022/09/14]
[Week03, 2022/09/21]
[Week04, 2022/09/28]
[Week05, 2022/10/05]
[Week06, 2022/10/12]
[Week07, 2022/10/19]
[Week08, 2022/10/26]
[Week09, 2022/11/02]
[Week10, 2022/11/09]
[Week11, 2022/11/16]
[Week12, 2022/11/23]
[Week13, 2022/11/30]
[Week14, 2022/12/07]
[Week15, 2022/12/14]
[Week16, 2022/12/21]
Note that the schedule will be updated as we move on.
- 2022/09/07
- Agenda
- Intro. to the course:
- Intro. to math/method part by Roger:
- Intro. to fianance part by Sean:
- Intro. to blockchain part by Jimmy
- In-class activities
- In-class survey
- Online or physical classes:
- What you want to learn from this class:
- In-class recordings
- Assignment
- Take-home reading: Please check out "pre-class reading" of the next week for flipped learning. (This is only a reminder. You need to do this in every following week.)
- Get familar with Python
- 2022/09/14
- Pre-class reading
- In-class recordings:
- Section 1: (50 min)
- Section 2: (37 min)
- 2022/09/21
- Pre-class reading
- In-class recordings:
- Section 1: (48 min)
- Section 2: (15 min)
- 2022/09/28
No class today due to the teacher's day. But we still have pre-class reading with basic finance and machine learning.
- 2022/10/05
- Pre-class reading
- In-class activities
- HW01 is released. Please refer to the homework page.
- More about min. variance in PO
- In-class recordings:
- Section 1: (47 min)
- Section 2: (6 min)
- 2022/10/12 (by Sean Han)
- Pre-class reading
- About Fintech
- About ETF
- About Robo Advisor & Automatic Trading Strategies
- 2021年上課錄影
- 金融科技簡介 (Intro. to Fintech)
(65 min, 2021)
- 機器人理財 (Robo Advisor)
(68 min, 2021)
- In-class recordings:
- Section 1: (49 min)
- Section 2: (46 min)
- 2022/10/19 (by Sean Han)
- Pre-class reading
- Intro. to Financial Engineering:
- (90 min, 2021)
- (39 min, 2021)
- Robo Advisor
- AI Trading Strategy
- Features:
- Optional:
- "AI for investment" by Jerry Peng (彭瀚生): (81 min, 2021)
- In-class activities:
- HW02 is released. Please refer to the homework page.
- Final project is released. Please refer to the project page.
- Section 1: (48 min)
- Section 2: (56 min)
- 2022/10/26
- Pre-class reading
- CryptoCurrency & BlockChain
- 密碼貨幣與區塊鏈 (1):
(141 min, 2021)
- Supplementary material
- Intro. to Fintech: BlockChain and CryptoCurrency:
- In-class recordings:
- Section 1: (47 min)
- Section 2: (61 min)
- 2022/11/02
- Pre-class reading
- Abstract Algebra
- Part 1 (pages 01-10): (25 min, 2017)
- Part 2 (pages 11-19): (23 min, 2017)
- CryptoCurrency & BlockChain
- CryptoCurrency and Blockchain (2) [part 1]:
(92 min, 2021)
- In-class recordings:
- Section 1: (50 min)
- Section 2: (50 min)
- Section 3: (19 min)
- 2022/11/09
- Pre-class reading
- CryptoCurrency and Blockchain (2) [part 2]:
(64 min, 2021)
- CryptoCurrency and Blockchain (3):
(74 min, 2021)
- 量子計算對資訊安全的威脅與應對之道:
(59 min, 2021)
- Supplementary material
- Intro. to Fintech: BlockChain and CryptoCurrency (2021/11/24):
- 量子計算:
- In-class recordings:
- Section 1: (54 min)
- Section 2: (51 min)
- Section 3: (20 min)
- 2022/11/16
- Pre-class reading
- CryptoCurrency and Blockchain (part 4):
(119 min, 2021)
- Supplementary material
- In-class recordings:
- Section 1: (49 min)
- Section 2: (49 min)
- Section 3: (19 min)
- 2022/11/23
- Pre-class reading
- Performance indices:
video: intro (61 min, 2021),
exercise (20 min, 2021)
- Feature selection:
(24 min, 2021)
- Missing data imputation:
- Supplementary material
- In-class recordings:
- Section 1: (46 min)
- Section 2: (27 min)
- 2022/11/30
- 2022/12/07
- Pre-class reading
- Derivative-based optimization
- Gradient descent:
(62 min, 2021)
- MLP & DNN:
- Backpropagation:
- In-class activities:
- TA's coverage of the final project
- Recordings:
- Section 1: (48 min)
- Section 2: (10 min)
- 2022/12/14
- No quiz for this week
- Pre-class reading
- 金融科普
- 金融擁抱AI的機會與挑戰: (62 min, 2021)
- AI專案的美麗與哀愁: (26 min, 2021)
- 從辨識到維運 ─ AI專案落地的下一步:(31 min, 2022)
- Supplementary material
- Final project: Final report and evaluation criteria:
- Recording: (20 min)
- 2022/12/21
Agenda
- 期末考週:沒有課程,讓同學專心準備 final project。