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mycourse:machine_learning_in_finance

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mycourse:machine_learning_in_finance [2022/05/11 11:01] – [教学计划] kkmycourse:machine_learning_in_finance [2023/11/10 12:13] (当前版本) – 外部编辑 127.0.0.1
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 | 1 | Introduction | wk1 (wk10) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L01-Introduction.html|L01]]| | 1 | Introduction | wk1 (wk10) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L01-Introduction.html|L01]]|
 | 2 | Linear Regression | wk2 (wk11) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L02-Linear-Regression.html|L02]] |  | 2 | Linear Regression | wk2 (wk11) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L02-Linear-Regression.html|L02]] | 
-| 3 | Dimension Reduction | wk3 (wk12) |  +| 3 | Dimension Reduction | wk3 (wk12) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L03-Dimensionality-Reducion.html|L03]] 
-| 4 | Trees, Forest, and Boosting | wk4 (wk13) |  |  +| 4 | Trees, Forest, and Boosting | wk4 (wk13) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L04-Trees-Forests-Bagging-and-Boosting.html|L04]] |  
-| 5 | Neural Networks | wk5-6 (wk14-15) |  |  +| 5 | Deep Neural Networks | wk5-6 (wk14-15) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L05a-NN-for-Structured-Data.html|L05a]] |  
-| 6 | MDP & Reinforcement Learning | wk7 (wk16) |  | +| 6 | DNN for Sequence Data | wk7 (wk16) | [[http://kktim.cn/teaching/mlinfin/MLinFin-L05d1-Sequence-Modeling.html|L05d1]], [[http://kktim.cn/teaching/mlinfin/MLinFin-L05d2-Probabilistic-Sequence-Modeling.html|L05d2]],  [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-MDP-in-Finance.html|L06]] 
 | 7 | Course Project Presentation | wk8 (wk17) | x |  | 7 | Course Project Presentation | wk8 (wk17) | x | 
  
 +**Jupyter Notebooks** for the course are accessible via the [[https://eyun.baidu.com/s/3ggfohk3|cloud service]] with "t7me" as the password.
 ===== 教材与参考书 ===== ===== 教材与参考书 =====
  
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 ===== 主要参考文献 ===== ===== 主要参考文献 =====
 +
 +**[[:literature_search|查找文献的方法]]**
  
  [1] Athey S. The impact of machine learning on economics[J]. The economics of artificial intelligence: An agenda, 2018: 507-547.  [1] Athey S. The impact of machine learning on economics[J]. The economics of artificial intelligence: An agenda, 2018: 507-547.
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  [19] Duarte V, Fonseca J, Goodman A S, et al. Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle[R]. National Bureau of Economic Research, 2021.  [19] Duarte V, Fonseca J, Goodman A S, et al. Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle[R]. National Bureau of Economic Research, 2021.
  
 + [20] Jiang, Jingwen and Kelly, Bryan T. and Xiu, Dacheng, (Re-)Imag(in)ing Price Trends (December 1, 2020). Chicago Booth Research Paper No. 21-01, Available at SSRN: https://ssrn.com/abstract=3756587 or http://dx.doi.org/10.2139/ssrn.3756587
 +
 + [21] Ait-Sahalia Y, Xiu D. Using principal component analysis to estimate a high dimensional factor model with high-frequency data[J]. Journal of Econometrics, 2017, 201(2): 384-399.
 +
 + [22] Aït-Sahalia Y, Xiu D. Principal component analysis of high-frequency data[J]. Journal of the American Statistical Association, 2019, 114(525): 287-303.
  
 ===== 考核方式 ===== ===== 考核方式 =====
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   - DDL:15-Jun-2022, 20:00   - DDL:15-Jun-2022, 20:00
   - 提交内容:课程报告+PPT+项目展示视频   - 提交内容:课程报告+PPT+项目展示视频
-  - 提交方式:百度网盘(提前30天提供搜集二维码)+  - 提交方式:百度网盘(提前30天提供搜集二维码) {{:mycourse:mlinfin-report-2022.jpg?400|}}
   - 奖励:主动参加17周课堂展示的起评分以100分计(其他人起评分按95计算)   - 奖励:主动参加17周课堂展示的起评分以100分计(其他人起评分按95计算)
  
  
mycourse/machine_learning_in_finance.1652238108.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)

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