Intro to FinTech (金融科技導論)

Roger Jang (張智星), Sean Han (韓傳祥), Jimmy Chen (陳君明)

Schedule of Fall 2023

[Week01, 2023/09/06] [Week02, 2023/09/13] [Week03, 2023/09/20] [Week04, 2023/09/27] [Week05, 2023/10/04] [Week06, 2023/10/11] [Week07, 2023/10/18] [Week08, 2023/10/25] [Week09, 2023/11/01] [Week10, 2023/11/08] [Week11, 2023/11/15] [Week12, 2023/11/22] [Week13, 2023/11/29] [Week14, 2023/12/06] [Week15, 2023/12/13] [Week16, 2023/12/20]

Note that the schedule will be updated as we move on.

2023/09/06
- Agenda
  - Intro. to the course: (23 min, 2023/09/06)
  - Intro. to math/method part by Roger: (7 min, 2023/09/06)
  - Intro. to fianance part by Sean: (24 min, 2022)
  - Intro. to blockchain part by Jimmy (7 min, 2023/09/06)
- In-class activities
  - In-class survey
    - Online or physical classes:
    - What you want to learn from this class:
- Assignment
  - Please go through this page.
    - You need to view "Pre-class reading" before coming to the class. Please gather your questions and we can discuss them in the class. The contents of the quiz is also coming from this part.
    - For "Optional" part, it's optional and not in the quiz. But I highly suggest your should read this part if you are not familiar with the corresponding topics.
    - All items in this page is subjected to change as we proceed the class.
  - Get familar with Python. You are going to use it in our assignment and final project.
    - Python 入門教學課程(Video)
    - 30天學python
2023/09/13
- Pre-class reading
  - 基本金融知識
    1. 市場先生：ROI是什麼意思？股票的投資報酬率怎麼算？
    2. Compounding:
    3. IRR:
    4. 柴鼠兄弟：股票怎麼買？600秒學完股票交易基礎 (10 min, 2018)
    5. 柴鼠兄弟：股票國語言-基本/籌碼/技術/消息 (8 min, 2018)
  - 數學基礎
    1. Matrix formulas:
    2. Lagrange multipliers
      1. Lagrange Multipliers | Geometric Meaning & Full Example (12 min, 2019)
      2. Exercises for Lagrange multipliers
    3. Variance of differences of random variables | Probability and Statistics | Khan Academy (11 min, 2010)
- Optional:
  - 數學基礎：Lagrange multipliers
    1. Lagrange乘數 (14 min, 2013)
    2. Lagrange Multipliers Practice Problems (17 min, 2017)
  - 機器學習簡介
    1. Intro. to machine learning:
    2. Commonly used datasets for ML:
    3. K-nearest-neightbor:
  - Python
    1. Python 用於機器學習的練習題：Python: Machine learning - Scikit-learn Exercises, Practice, Solution
2023/09/20
- Pre-class reading
  - 技術指標
    1. K 線圖 (Candlestick chart):
    2. 股票技術分析 (Technical analysis):
    3. MA 技術指標:
    4. RSI 技術指標:
  - 基本金融知識
    1. CMoney: 為什麼 EPS(每股盈餘)不是越高越好？一分鐘帶你搞懂股價、EPS、本益比的關係（EPS & 本益比）
    2. CMoney: 股票股利、現金股利是什麼？配股、配息怎麼計算？（從股息「配股配息」看出經營者心態）
    3. CMoney: 什麼是除權除息？投資台股必須了解的事
    4. 市場先生：除權除息是什麼？除權息如何計算？一次看懂除權息
    5. 市場先生：什麼是夏普率(Sharpe Ratio)？要如何計算？
    6. Sharpe ratio:
  - 數學基礎
    1. Jensen's inequality (which leads to AM-GM inequality)
      - Jensen's inequality：
      - Exercises on mean inequality (Some with solutions!)
    2. Cauchy-Scharz inequality
      - Quick Cauchy Schwarz Proof: (5 min, 2018)
      - Another simple way to prove it: $(ax-p)^2+(bx-q)^2+(cx-r)^2=0$ has a single root or no root at all. ==> $\Delta \leq 0$ ==> $(a^2+b^2+c^2)(p^2+q^2+r^2)\geq(ap+bq+cr)^2$, Q.E.D.
      - Exercises of Cauchy-Schwarz Inequality (Some with solutions!)
- Optional:
  - 基本金融知識
    1. What is Sharpe Ratio? (Conversion of SR)
  - 技術指標（有點像是在算命...）
    1. 柴鼠兄弟：技術面：徹底搞懂技術線圖七大元素～先從各種K線開始 (股票技術面) (10 min, 2018)
    2. 柴鼠兄弟：技術面：判斷股價強弱的關鍵~先學會看均線 (股票技術面) (9 min, 2018)
    3. 柴鼠兄弟：技術面：為什麼股市老手愛看量？從買賣雙方冷熱認識成交量原理 (11 min, 2019)
    4. 柴鼠兄弟：技術面：拆解分析KD技術指標二條曲線背後如工藝品般的三道工法 (12 min, 2020)
    5. 柴鼠兄弟：技術面：台積電RSI怎麼算才能跟電腦一樣？看股價相對強弱快慢RSI技術指標順便學起來 (10 min, 2021)
  - 數學基礎
    - Problem-Solving Trick No One Taught You: RMS-AM-GM-HM Inequality: (8 min, 2018, great animation!)
2023/09/27
- Pre-class reading
  - 基本金融知識
    1. 柴鼠兄弟：基本面：股票怎麼選？基本面先問這三題 (股本/EPS) (8 min, 2018)
    2. 柴鼠兄弟：基本面：0050也藏有ROE不死鳥啊！新手學基本面二大指標評估企業賺錢能力 (7 min, 2018)
    3. 柴鼠兄弟：基本面：買貴還是買便宜？股票估值的基本面三大指標～(本益比/股價淨值比/殖利率) (8 min, 2018)
    4. 柴鼠兄弟：銀行定存怎麼算利息錢？一次搞懂利率&殖利率 (8 min, 2017)
    5. 柴鼠兄弟：基礎篇-什麼是ETF? (9 min, 2018) （若你有興趣鑽研 ETF，可參考 ETF 全系列。）
    6. Stocksardine: 股價淨值比 – 簡單但常被誤用的指標
  - 機率與統計
    - Maximum likelihood estimate:
  - 機器學習：模型的的效能評估
    1. Performance evaluation:
- Optional
  - 機器學習
    1. 分類方法
      - Naive Bayes classifiers: , StatQuest
      - Quadratic classifiers:
    2. 機器學習程式範例
      1. 機器學習使用Python-基本範例說明（蔡淑芬）：範例程式
      2. 機器學習使用Python-Feature selection（蔡淑芬）：
      3. 機器學習使用Python-人臉辨識（婁敦傑）：範例程式
      4. 機器學習使用Python-OCR（高晟瑋）：範例程式
      5. Python 用於機器學習的練習題：Python: Machine learning - Scikit-learn Exercises, Practice, Solution
- Others
  - HW01 is released. Please refer to the homework page.
  - Term project is released. Please refer to the term project page.
2023/10/04
- Pre-class reading
  - 基本金融知識
    1. 市場先生：資產配置投資策略是什麼？資產類別有哪些?比例分配怎麼做？資產配置選擇時要注意的4件事
    2. 市場先生：其實90%的人都不需要「資產配置」？理財專家沒告訴你的真相
  - Dynamic programming (DP_)
    1. Intro to Dynamic Programming:
    2. Back to the future: The optimal strategy when the stock price is fully know in advance:
  - Modern portfolio theory (MPT)
    1. Linear combination of random variables:
    2. Portfolio optimization:
- Optional
  - 基本金融知識
    1. 柴鼠兄弟：存股一定打敗銀行定存？常被忽略的三個弱點和一個關鍵... | 夯翻鼠FQ2 投資理財 (7 min, 2018)
    2. 柴鼠兄弟：2018存股怎麼選？新手秒懂的-放山雞選股法(概念篇) | 夯翻鼠FQ4 投資理財 (6 min, 2018)
    3. 柴鼠兄弟：不意外！台股平均20年殖利率排行前三名是他們? 放山雞選股法(網站實作篇) | 夯翻鼠FQ5 投資理財 (7 min, 2018)
    4. 柴鼠兄弟：存股如何決定的進場時機？2018台股萬點對新手的意義 | 夯翻鼠FQ6 投資理財 (7 min, 2018)
    5. 柴鼠兄弟：錢往哪裡去？投資理財必學的升息&降息～(央行vs美國聯準會FED) | 夯翻鼠FQ21 (9 min, 2018)
    6. 柴鼠兄弟：股票殖利率為什麼只看現金不看配股？三種配息算法比比看就知道 | 夯翻鼠FQ&A19 除權息 (6 min, 2020)
  - Other applications of DP
    1. DP for longest common subsequence (LCS):
    2. DP for matrix chain product (MCP):
2023/10/11 (by Sean Han)
- Pre-class reading
  - About Fintech
    - 世界經濟論壇－未來的金融服務
    - 大有學問的 P2P 經濟學
  - About ETF
  - About Robo Advisor & Automatic Trading Strategies
  - 錄影教材
    - 金融科技簡介 (Intro. to Fintech) (65 min, 2021)
    - 機器人理財 (Robo Advisor) (68 min, 2021)
2023/10/18 (by Sean Han)
- Pre-class reading
  - Intro. to Financial Engineering:
    - (90 min, 2021)
    - (39 min, 2021)
  - Robo Advisor
    - 理財機器人是什麼？一文讓你了解投資理財未來趨勢
  - AI Trading Strategy
    - 美股AI智能投資，年化20%+的選股邏輯 (PART 1.)
    - 美股AI智能投資，年化20%+的選股邏輯 (PART 2.)
  - Features:
- Optional:
  - "AI for investment" by Jerry Peng (彭瀚生): (81 min, 2021)
- Others
  - HW02 is released. Please refer to the homework page.
2023/10/25
- Pre-class reading
  - CryptoCurrency & BlockChain
    - 密碼貨幣與區塊鏈 (1)： (141 min, 2021)
- Optional
  - Intro. to Fintech: BlockChain and CryptoCurrency:
2023/11/01
- 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)
2023/11/08
- 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)
- Optional
  - Intro. to Fintech: BlockChain and CryptoCurrency:
  - 量子計算: (46 min, 2023)
2023/11/15
- 本校校慶(停課不停班)
2023/11/22
- Pre-class reading
  - CryptoCurrency and Blockchain (part 4): (119 min, 2021)
- Optional
  - Intro. to Fintech: BlockChain and CryptoCurrency (2022/11/16):
- Others
  - HW03 is released. Please refer to the homework page.
    - Sage 數學軟體簡介:
2023/11/29
- Pre-class reading
  - Performance indices: video: intro (61 min, 2021), exercise (20 min, 2021)
  - Feature selection: (24 min, 2021)
  - Missing data imputation:
- Supplementary material
  - 112 學年度第 1 學期期中課程教學意見調查結果
  - For midterm: 線上共筆
2023/12/06
- Midterm exam (實體紙筆考試)，注意事項如下：
  1. 可以準備一張A4紙的雙面小抄。
  2. 可以使用計算機（但是不能上網）。
  3. 手機及電腦全程不能使用（所以請勿使用手機來當計算機）。
  4. 考試於九點十分準時開始，考試時間兩個小時整，以學校鈴聲為準。
2023/12/13
- Pre-class reading
  - Derivative-based optimization
    - Gradient descent: (62 min, 2021)
  - MLP & DNN:
  - Backpropagation:
- In-class activities:
- Optional:
  - 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)
2023/12/20
Agenda
- 期末考週：沒有課程，讓同學專心準備 final project。