mycourse:machine_learning_in_finance
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| 两侧同时换到之前的修订记录前一修订版后一修订版 | 前一修订版 | ||
| mycourse:machine_learning_in_finance [2022/05/11 11:04] – [教学计划] kk | mycourse: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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| 行 12: | 行 12: | ||
| | 1 | Introduction | wk1 (wk10) | [[http:// | | 1 | Introduction | wk1 (wk10) | [[http:// | ||
| | 2 | Linear Regression | wk2 (wk11) | [[http:// | | 2 | Linear Regression | wk2 (wk11) | [[http:// | ||
| - | | 3 | Dimension Reduction | wk3 (wk12) | | | + | | 3 | Dimension Reduction | wk3 (wk12) | [[http:// |
| - | | 4 | Trees, Forest, and Boosting | wk4 (wk13) | | | + | | 4 | Trees, Forest, and Boosting | wk4 (wk13) | [[http:// |
| - | | 5 | Neural Networks | wk5-6 (wk14-15) | | | + | | 5 | Deep Neural Networks | wk5-6 (wk14-15) | [[http:// |
| - | | 6 | MDP & Reinforcement Learning | + | | 6 | DNN for Sequence Data | wk7 (wk16) | [[http:// |
| | 7 | Course Project Presentation | wk8 (wk17) | x | | | 7 | Course Project Presentation | wk8 (wk17) | x | | ||
| - | Jupyter Notebooks for the course are accessible | + | **Jupyter Notebooks** for the course are accessible via the [[https:// |
| ===== 教材与参考书 ===== | ===== 教材与参考书 ===== | ||
| 行 29: | 行 29: | ||
| ===== 主要参考文献 ===== | ===== 主要参考文献 ===== | ||
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| + | **[[: | ||
| [1] Athey S. The impact of machine learning on economics[J]. The economics of artificial intelligence: | [1] Athey S. The impact of machine learning on economics[J]. The economics of artificial intelligence: | ||
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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:// | ||
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| + | [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, | ||
| + | |||
| + | [22] Aït-Sahalia Y, Xiu D. Principal component analysis of high-frequency data[J]. Journal of the American Statistical Association, | ||
| ===== 考核方式 ===== | ===== 考核方式 ===== | ||
| 行 75: | 行 82: | ||
| - DDL：15-Jun-2022, | - DDL：15-Jun-2022, | ||
| - 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） |
| - 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.1652238297.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)