202209_ML&FinTech_00

--- title: 202209_ML&FinTech_00 tags: 202209_ML&FinTech --- # ML&FinTech : Project list ## Type 1 |Index|affiliation|Name|Topic|Motivation| |--|--|--|---|----| |02|管科系|姚奕慈|[line聊天小助理：彙整你們的聊天記錄](https://hackmd.io/qLyJRYqpQdqnqPZL6dlNpg)|:apple:| |04|資財系|羅名志|[化合物分子結構比對系統](https://hackmd.io/cPOgv3LjRuiiY9vnrShX8g)|:apple:| ## Type 2: E.Sun Bank's competition |Index|affiliation|Name|Topic|Motivation| |--|--|--|---|----| |05|管科系/財金所|廖川立、鄭棣升、何維|[玉山商業競賽-防制洗錢](https://hackmd.io/z1VPBFxSTOG-sbiCni78wg)|:apple: |08|財金所|林敬勛、鄭翔澧、陳彥廷|[玉山商業競賽-防制洗錢](https://hackmd.io/Qnr6iqE_TpSmjy9c73gJOQ)|:apple: |11|清大服科所/財金所|戰媺、吳旻修、潘俞綺|[玉山商業競賽-防制洗錢](https://hackmd.io/uooAO45nQwa4MkcWCSA9qg)|:cat:| ## Type 3: Quantitative Trading |Index|affiliation|Name|Topic|Motivation| |--|--|--|---|----| |01|資財系|吳振豪|[利用機器學習找尋比特幣的交易訊號](https://hackmd.io/j689TJyURoyzj8APTabEyQ)|:apple:| |03|財金所|楊子逸 (11/18.1)|[LPPL 模型預測金融商品泡沫化](https://hackmd.io/jCUpZdTBTh-vdkdE2XYCXw)|:apple:| |06|財金所|郭忻平梁嘉程、許修銘|[實體K棒預測與當沖交易](https://hackmd.io/VuRmzu37TrWzKeUQQd0Bhw)|:apple: |07|資財系/財金所|劉冠銘、游政諺、吳晨濤|[利用機器學習預測漲跌幅](https://hackmd.io/F5EDBrzMS-2tujOs4LjLGA)|:apple: |09|財金所|陳律嘉、郭東輝、吳致傑(11/18.2)|[量化交易與機器學習濾網建置](https://hackmd.io/UPuWLGMyQx2qWEYdNAFSlw)|:apple:| 下周: 劉冠銘組郭忻平組吳振豪組退選: 游仲斐李重葳劉佩佳陳炯輝盧昱廷 ## Paper presentation There are seven teams who would like to work on quantitative trading with machine learning. Please leave your message which paper to present (as a team) and prepare a 10-minute talk for a summary. |Index| Paper| |---|---| |1| Treynor, J. L., & Ferguson, R. (1985). In defense of technical analysis. The Journal of Finance, 40(3), 757-773. |2| Brown, D. P., & Jennings, R. H. (1989). On technical analysis. The Review of Financial Studies, 2(4), 527-551. |3| Blume, L., Easley, D., & O'hara, M. (1994). Market statistics and technical analysis: The role of volume. The journal of finance, 49(1), 153-181. |4| Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation. The journal of finance, 55(4), 1705-1765. |5| Park, C. H., & Irwin, S. H. (2007). What do we know about the profitability of technical analysis?. Journal of Economic surveys, 21(4), 786-826. |6| Li, Y., Wu, J., & Bu, H. (2016, June). When quantitative trading meets machine learning: A pilot survey. In 2016 13th International Conference on Service Systems and Service Management (ICSSSM) (pp. 1-6). IEEE. |7| Nazário, R. T. F., e Silva, J. L., Sobreiro, V. A., & Kimura, H. (2017). A literature review of technical analysis on stock markets. The Quarterly Review of Economics and Finance, 66, 115-126. ### 以下開放報名，請選擇一篇文章，在上面留言，以組別為單位，製作kenote投影片報告。不要報告同樣的paper。:apple: