mycourse:machine_learning_and_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_and_finance [2023/10/22 23:52] – [考核方式] kk | mycourse:machine_learning_and_finance [2024/03/23 20:56] (当前版本) – [主要参考文献] kk | ||
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| 1 | A Brief Introduction to ML | wk1 | [[http:// | | 1 | A Brief Introduction to ML | wk1 | [[http:// | ||
| 2 | Shallow Learning Algorithms | wk2-wk5 | [[http:// | | 2 | Shallow Learning Algorithms | wk2-wk5 | [[http:// | ||
- | | 3 | Deep Neural Networks | wk6 | [[http:// | + | | 3 | Deep Neural Networks | wk6-7 | [[http:// |
- | | 4 | SP1: Machine Learning | + | | 4 | MDP & Reinforcement Learning | wk8 | [[http:// |
- | | 5 | SP2: Reinforcement Learning | + | | 5 | SP1: Machine Learning & Asset Pricing & Financial Bigdata | by yourself | [[https:// |
- | | 6 | ST4: Machine Learning and Causal Inference | by yourself | [[https:// | + | | 6 | ST2: Machine Learning and Causal Inference | by yourself | [[https:// |
行 23: | 行 23: | ||
- Murphy K P. Probabilistic machine learning: an introduction[M]. MIT press, 2022. | - 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. | - 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:// | ||
- Dixon M F, Halperin I, Bilokon P. Machine learning in Finance[M]. Springer International Publishing, 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. | - Nagel S. Machine learning in asset pricing[M]. Princeton University Press, 2021. | ||
行 31: | 行 32: | ||
- 考核方式:课程项目 | - 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 | - (全部或部分)复现经典论文 | ||
- 研究计划或综述 | - 研究计划或综述 | ||
- 要求 | - 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 | - 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 |
- | {{: | + | {{: |
===== 学习资源 ===== | ===== 学习资源 ===== | ||
行 125: | 行 125: | ||
[27] Hambly B, Xu R, Yang H. Recent advances in reinforcement learning in finance[J]. Mathematical Finance, 2023, 33(3): 437-503. | [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: | ||
+ | [30] Murray S, Xia Y, Xiao H. Charting by machines[J]. Journal of Financial Economics, 2024, 153: 103791. | ||
mycourse/machine_learning_and_finance.1697989943.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)