---
# System prepended metadata

title: 202109 MF
tags: ['teach:MF']

---

---
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)|

