---
title: 202109 MF
tags: teach:MF
---

# Machine learning and FinTech

:::success
Edited by [Prof. Huei-Wen Teng](https://hackmd.io/cxnJOabrRQaLDY7w68_3MA?view). Previously offered: Fall 2019 and Fall 2020. All rights reserved.
:::

- [Link for vedios](https://drive.google.com/drive/folders/1MtopokfaomSuM0IDe8bduA_GXx7XSb9I?usp=sharing)
- [Projects](https://hackmd.io/h9Ys2Q-3Szq4mdLh8-t2yg)
- [StatQuest with Josh Starme](https://www.youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw)

## Part I (同步線上課程)

| Week | Date | Description | Homework (days to due) |
| ---|---|---|---|
| 1 | 9/13 | [Syllabus](https://hackmd.io/aZyhIpVzSF2BFMJV1RGkhA?both) | H1 (+15) |
| | | [ML and FinTech](https://docs.google.com/presentation/d/1EdsotWu_LABvwnFGCzkAolzLWEO-O3Ly/edit#slide=id.p1) | |
| 2 | 9/20 | No class (中秋節) | |
| 3 | 9/27 | [Python](https://hackmd.io/J31LidKjRZyaemi4WLFOpQ) |H2 (+8) |
|||[Talk 1: Motivations](https://hackmd.io/h9Ys2Q-3Szq4mdLh8-t2yg)|
| 4 | 10/4 | [EDA](https://hackmd.io/a5ChO2PSQ5Og-SJjM_u9rA) | H3 (+15) |
| 5 | 10/11 | No class (雙十節) | | |
| 6 | 10/18 | [Data mining and clustering](https://hackmd.io/SLS4TI4ZTnuU2j7OgBhNnw)| H4 (+8) |
| 7 | 10/25 | [Portfolio management](https://hackmd.io/Q3Gupll1T72Q5OafOBzv_A) | H5 (+15) |
| 8 | 11/1 | Rolling-Window approach in Backtest |H6 (+8) |
| 9 | 11/8 | [PCA](https://hackmd.io/eN6cSffbSea7nLoGlOLgMw)| H7 (+8) |
| 10 | 11/15 | [Binary classification](https://hackmd.io/VGTZf3yaREaK7xN6zPt3bQ) | H8 (+8) |

## Part II: 全面恢復實體上課

|Week| Date| Topic|Homework|
|---|---|------|---|
| 11 | 11/22 | [Talk 2: EDA and Proposal](https://hackmd.io/h9Ys2Q-3Szq4mdLh8-t2yg) | |
| 12 | 11/29 | Prof. Lin: High-preformance computing |
| 13 | 12/6 | Prof. Lu: Neural networks 1 | [H9](https://hackmd.io/HSUa2ImIRCWjgBoJOysYGQ) (不用交) |
| 14 | 12/13 | Prof. Lu: Neural networks 2 | |
| 15 | 12/20 | Exam | | |
| 16 | 12/27 | [Talk 3: Final Presentation](https://hackmd.io/h9Ys2Q-3Szq4mdLh8-t2yg) | | |
| 17 | 1/3 | Q&A | | | |
| 18 | 1/10 | Q&A | | | |

# Future perspectives

## Further topics

### Features selection

1. Forward/Backward features selection
2. LIME
3. XGBoost: feature importance
4. ICRC?

### Changes next year!

1. Go to FinTech and data science competition:
- Kaggle (team project of less than 3 students)
- FinTech competitions (ESun Bank, for example)
2. Upload in E3.

###

|Index|Course|
|---|---|
|1| [ML and FinTech](https://docs.google.com/presentation/d/1EdsotWu_LABvwnFGCzkAolzLWEO-O3Ly/edit#slide=id.p1) |
|2|[Python](https://hackmd.io/J31LidKjRZyaemi4WLFOpQ) |
|3|[EDA for static data](https://hackmd.io/a5ChO2PSQ5Og-SJjM_u9rA), [EDA for time series data (Mark)] |
|4 |[Data mining and clustering](https://hackmd.io/SLS4TI4ZTnuU2j7OgBhNnw)
|5 | [Portfolio management](https://hackmd.io/Q3Gupll1T72Q5OafOBzv_A)
| 6 |[PCA](https://hackmd.io/eN6cSffbSea7nLoGlOLgMw)
| 7 |[Logistic Regression](https://hackmd.io/VGTZf3yaREaK7xN6zPt3bQ)
| 8 |[SVM]
| 9 |[Decision Tree and embedding method]()
| 10 |[Neural networks]()|
| 11 |[iScore](/ey0l1eUvSoS_CHp-PZj5Ig)|