owned this note   changed 6 years ago  
Linked with GitHub

金融中的人工智慧 - Yves J Hilpisch

歡迎來到 PyCon TW 2019 共筆

Image Not Showing Possible Reasons
  • The image file may be corrupted
  • The server hosting the image is unavailable
  • The image path is incorrect
  • The image format is not supported
Learn More →

共筆入口：https://hackmd.io/@pycontw/2019
手機版請點選上方 按鈕展開議程列表。

PyCon Taiwan 2019 PyNight 活動規劃與 BoF 簽到/建立交流主題
https://hackmd.io/NaI9ymzRQ5urCvwOQ31WAA

從這開始

Slides | Notebook

About speaker

Python key skills in Finance

AI-first Finance

  • Machine learning is the scientific method on steroids.
  • "Econometrics might be good enough to succeed in financial academia (for now), but succedding in practice requires ML."
    • Realworld financial market: non-linear, complex, changing
    • Finance History: brain-driven & beauty myth
    • AI in finance: data-driven & AI first

Are markets predictable?

  • Myths
    1. Technical Analysis(技術分析)
    2. Normality (Mean-Variance, Risk-Return, …)
    3. Linearity (market risk, idiosyncratic risk, …)
  • Not myth…?
    • Eugene. F. Fama (1965):
      • Random Walks in Stock Market Prices. (隨機漫步假說)(認為股票市場的價格，會形成隨機漫步模式，因此它是無法被預測的。它源自於效率市場假說。)
    • 2018 is a bad year for active funds
  • ML/DL to the Rescue?

Live Demo

  • Can Machine Learning algorithms beat typical investment/trading benchmarks?
  • Jupyter notebook live demo. (link above)
  • The AI Machine

Q&A

  • If AI can predict the price, then everyone would be rich?
    • Accuracy is one thing. Correct trading policies is another thing.
  • Why mouse on the cover of "Python for Finance"?
    • O'Reilly marketing team: Book covr must be animal! not debatable!
tags: PyConTW2019
Select a repo