---
# System prepended metadata

title: 202209_ML&FinTech_00
tags: [202209_ML&FinTech]

---

---
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:



<!--


## Complete list

|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:|
|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:|
|03|財金所|楊子逸|[LPPL 模型預測金融商品泡沫化](https://hackmd.io/jCUpZdTBTh-vdkdE2XYCXw)|:apple:|
|04|資財系|羅名志|[化合物分子結構比對系統](https://hackmd.io/cPOgv3LjRuiiY9vnrShX8g)|:apple:|
|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:
|06|財金所|郭忻平、陳泂暉|[波動度預測與交易](https://hackmd.io/VuRmzu37TrWzKeUQQd0Bhw)|:apple:
|07|資財系/財金所|劉冠銘、游政諺、吳晨濤|[利用機器學習使程式交易最佳化](https://hackmd.io/F5EDBrzMS-2tujOs4LjLGA)|: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:
|09|財金所|陳律嘉、郭東輝、吳致傑|[股價預測與程式交易](https://hackmd.io/UPuWLGMyQx2qWEYdNAFSlw)|:apple:|
|10|財金所|李重葳、游仲斐、盧昱廷|[以機器學習實現策略交易](https://hackmd.io/22sCkR4STF2e52Y08IQBAw)|:cat:|
|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:|
|12|財金所|梁嘉程、許修銘、劉佩佳|[單一檔外匯的交易策略](https://hackmd.io/BMo44bbLTuiti3agsuozMA)|

--->
