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--- mycourse:machine_learning_and_finance [2023/10/22 23:04] – [教学计划] kk
+++ mycourse:machine_learning_and_finance [2024/03/23 20:56] (当前版本) – [主要参考文献] kk
@@ 行 12: / 行 12: @@
 | 1 | A Brief Introduction to ML | wk1 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L01-Introduction-slides.html|L01-introduction-slides]] |
 | 2 | Shallow Learning Algorithms | wk2-wk5 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L02-Regression-slides.html|L02-regression-slides]]\\ [[http://kktim.cn/teaching/mlinfin/MLinFin-L03-Classification-slides.html|L03-classification-slides]]\\ [[http://kktim.cn/teaching/mlinfin/MLinFin-L04-Trees-slides.html|L04-trees-and-ensemble-learning-slides]]\\ [[http://kktim.cn/teaching/mlinfin/MLinFin-L05-Unsupervised-Learning-slides.html|L05-unsupervised-learning-slides]] |
-| 3 | Deep Neural Networks | wk6 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-Deep-Learning-slides.html|L06-deep-learning-I-slides]], [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-Deep-Learning-II-slides.html|L06-Deep-Learning-II-slides]] |
+| 3 | Deep Neural Networks | wk6-7 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-Deep-Learning-slides.html|L06-deep-learning-I-slides]], [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-Deep-Learning-II-slides.html|L06-Deep-Learning-II-slides]] |
-| 4 | SP1: Machine Learning & Asset Pricing & Financial Bigdata | wk7 | [[https://www.nber.org/papers/w31502|NBER Working Paper: Financial Machine Learning]] |
+| 4 | MDP & Reinforcement Learning | wk8 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-MDP-in-Finance-slides.html|L07a-MDP-slides]]\\  [[http://kktim.cn/teaching/mlinfin/MLinFin-L07-Advances-of-RL-in-Finance-slides.html|L07b-RL-slides]] |
-| 5 | SP2: Reinforcement Learning and its Financial Applications | wk8 | [[http://kktim.cn/teaching/mlinfin/MLinFin-L06-MDP-in-Finance-slides.html|L07a-MDP-slides]]\\  [[http://kktim.cn/teaching/mlinfin/MLinFin-L07-Advances-of-RL-in-Finance-slides.html|L07b-RL-slides]] |
+| 5 | SP1: Machine Learning & Asset Pricing & Financial Bigdata | by yourself | [[https://www.nber.org/papers/w31502|NBER Working Paper: Financial Machine Learning]] |
-| 6 | ST4: Machine Learning and Causal Inference | by yourself | [[https://www.bilibili.com/video/BV19Y4y117st/?vd_source=0a4eefc320d2637b710b584ebc1ce471|NBER SI 2015 Methods Lectures - Machine Learning for Economists]]\\ [[https://www.bilibili.com/video/BV1KY4y127Qs/?vd_source=0a4eefc320d2637b710b584ebc1ce471|2018 AEA Continuing Education Webcasts: Machine Learning and Econometrics (Susan Athey, Guido Imbens)]]\\ [[https://www.gsb.stanford.edu/faculty-research/centers-initiatives/sil/research/methods/ai-machine-learning/short-course|Machine Learning & Causal Inference: A Short Course]] |
+| 6 | ST2: Machine Learning and Causal Inference | by yourself | [[https://www.bilibili.com/video/BV19Y4y117st/?vd_source=0a4eefc320d2637b710b584ebc1ce471|NBER SI 2015 Methods Lectures - Machine Learning for Economists]]\\ [[https://www.bilibili.com/video/BV1KY4y127Qs/?vd_source=0a4eefc320d2637b710b584ebc1ce471|2018 AEA Continuing Education Webcasts: Machine Learning and Econometrics (Susan Athey, Guido Imbens)]]\\ [[https://www.gsb.stanford.edu/faculty-research/centers-initiatives/sil/research/methods/ai-machine-learning/short-course|Machine Learning & Causal Inference: A Short Course]] |
@@ 行 23: / 行 23: @@
   - Murphy K P. Probabilistic machine learning: an introduction[M]. MIT press, 2022.
   - Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani, Jonathan Taylor. An Introduction to Statistical Learning with Applications in Python[M]. Springer Cham, 2023.
+  - 邱锡鹏，神经网络与深度学习，机械工业出版社，https://nndl.github.io/, 2020.
   - Dixon M F, Halperin I, Bilokon P. Machine learning in Finance[M]. Springer International Publishing, 2020.
   - Nagel S. Machine learning in asset pricing[M]. Princeton University Press, 2021.
@@ 行 31: / 行 32: @@
   - 考核方式：课程项目
-  - 课程项目形式：
+  - 课程项目内容（**同时**）包括：
     - （全部或部分）复现经典论文
     - 研究计划或综述
   - 要求
-    - 内容必须同时与**机器学习**和**金融**密切相关
+    - 内容必须**同时**与**机器学习**和**金融**密切相关
     - 无任何学术不端行为
-  - **DDL：12-Nov-2023, 20:00**
+  - **DDL：15-Dec-2023, 20:00**
   - 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
+{{:mycourse:mlinfin2023-real-final.jpg?800|}}
 ===== 学习资源 =====
@@ 行 124: / 行 125: @@
  [27] Hambly B, Xu R, Yang H. Recent advances in reinforcement learning in finance[J]. Mathematical Finance, 2023, 33(3): 437-503.
+ [28] Murray S, Xia Y, Xiao H. Charting by machines[J]. Journal of Financial Economics, 2024, 153: 103791.
+ [29] Potluru V K, Borrajo D, Coletta A, et al. Synthetic Data Applications in Finance[J]. arXiv preprint arXiv:2401.00081, 2024.
+ [30] Murray S, Xia Y, Xiao H. Charting by machines[J]. Journal of Financial Economics, 2024, 153: 103791.