PKU

MAFS6010U. Artificial Intelligence in Finance
Spring 2019

Course Information

Synopsis

This course explores the basic concepts and underlying principles of artificial intelligence (AI), delving into the fundamentals of machine learning with insights from case studies of relevant technologies. Allowing for the experimentation of applications of machine learning, this course is designed to encourage students to devise creative ways to put readily-available AI technologies to use to tackle problems in real life. With a focus on the conceptual understanding of the fundamentals of AI, the purpose of this course is two-fold:


Prerequisite: Some preliminary course on (statistical) machine learning, applied statistics, and deep learning will be helpful.

Instructors:

Anthony Woo [ Resume ]

Yuan Yao

Time and Place:

Friday 19:30-22:20, Academic Bldg Lecture Theatre (LTE), HKUST
This term we will be using Piazza for class discussion. The system is highly catered to getting you help fast and efficiently from classmates and myself. Rather than emailing questions to the teaching staff, I encourage you to post your questions on Piazza. If you have any problems or feedback for the developers, email team@piazza.com.
Find our class page at: https://piazza.com/ust.hk/spring2019/mafs6010u/home

Reference (参考教材)

An Introduction to Statistical Learning, with applications in R (ISLR). By James, Witten, Hastie, and Tibshirani

ISLR-python, By Jordi Warmenhoven.

ISLR-Python: Labs and Applied, by Matt Caudill.

Manning: Deep Learning with Python, by Francois Chollet [GitHub source in Python 3.6 and Keras 2.0.8]

MIT: Deep Learning, by Ian Goodfellow, Yoshua Bengio, and Aaron Courville

Tutorials: preparation for beginners

Python-Numpy Tutorials by Justin Johnson

scikit-learn Tutorials: An Introduction of Machine Learning in Python

Jupyter Notebook Tutorials

PyTorch Tutorials

Deep Learning: Do-it-yourself with PyTorch, A course at ENS

Tensorflow Tutorials

MXNet Tutorials

Theano Tutorials

The Elements of Statistical Learning (ESL). 2nd Ed. By Hastie, Tibshirani, and Friedman

statlearning-notebooks, by Sujit Pal, Python implementations of the R labs for the StatLearning: Statistical Learning online course from Stanford taught by Profs Trevor Hastie and Rob Tibshirani.

Homework and Projects:

TBA (To Be Announced)

Teaching Assistant:


Email: Mr. Yifei Huang aifin.hkust (add "AT gmail DOT com" afterwards)
Ms. Katrina Fong

Schedule

Date Topic Instructor Scriber
01/02/2019, Fri Lecture 01: History and Overview of Artificial Intelligence. [ slides ] A.W. and Y.Y.
15/02/2018, Fri Lecture 02: Introduction to Supervised Learning [ YY's slides ]
    [ Topic ]
  • Google Experiments: Vision Sensing and Case study: HireVue (Video Analytics for Recruitment)[ AW's slides ]
 A.W.
Y.Y.
02/22/2019, Fri Lecture 03: Regression, Classification, Model Assessment and Selection [ YY's slides ]
Y.Y.
03/1/2019, Fri Lecture 04: Decision Tree, Random Forests and Boosting [ YY's slides ]
    [ Topic ]
  • Credit analysis and Mock interview by Katrina [ AW's slides ]
 Y.Y.
03/8/2019, Fri Lecture 05: Tutorials
Yifei Huang;
Katrina Fong;
Anthony Woo
03/15/2019, Fri Lecture 06. Topics in Blockchains
    [ Invited Talk ]: Fintech and Blockchain
  • Speaker: Dr. Alex YANG, CEO, VEE Technology LLC and Dr. Chen NING.
  • Abstract: This is a brief introduction of Blockchain consensus and its current application in Finance, V.Systems’ vision and outlook of Blockchain in Fintech.
  • Bio: Dr Alex Yang is a FinTech entrepreneur/investor with over 14 years of experience in banking and finance. VEE Technology is led by Sunny King, a blockchain legendary developer and creator of Proof-of-Stake consensus. As CEO of VEE Tech, Alex is driving the project to solve the core scalability and stability problems in the development of the blockchain industry. His deep experience of the industry has been gained through his investing activity where he has sponsored many world-leading blockchain foundations.
    Prior to his role at VEE, Alex was the founder and CEO of Fund V, one of the first token funds to focus on blockchain companies and related investment opportunities. He was also the founding partner of Beam VC and CyberCarrier Capital which together have successfully invested in over 30 startups in the TMT sector. Alex is a founding partner of Protoss Global Opportunity Fund, a fixed income hedge fund based in Hong Kong.
    Prior to moving into venture capital investing, Alex was based in Hong Kong as head of APAC structured rates trading at Nomura International, and VP of exotic derivatives trading at UBS. He started his career as a quantitative developer at Jump Trading in Chicago.
    Alex has a PhD from Northwestern University and a BA in Mathematics from Peking University.
A.W.
Y.Y.
03/22/2019, Fri Lecture 07: An Introduction to Neural Networks and Deep Learning
    [ Invited Talk ]
  • Speaker: Dr. Jeffrey Hui
  • Title: Igniting the i-Marketing Revolution - 5 KEY Digital and Social Media Trends in 2019+ [ slides ]
A.W.
Y.Y.
03/29/2019, Fri Lecture 08: An Introduction to Recurrent Neural Networks (RNN) and Long Short Term Memory (LSTM)
    [ Topic ]
  • Google Image Recognition. Case study: SenseTime (Computer Vision) [ slides ]
A.W.
Y.Y.
04/12/2019, Fri Lecture 09: An Introduction to Reinforcement Learning [ YY's slides ]
    [ Topic ]:
  • Competition of Cryptocurrency Trading with Deep Learning, by DE LAVERGNE Cyril [ slides ]
  • Introduction to Deep Reinforcement Learning Trading, by HUANG Yifei [ slides ]
Cyril DE LAVERGNE
Y.Y.
04/26/2019, Fri Lecture 10: An Introduction to Unsupervised Learning: PCA, AutoEncoder, VAE, and GANs
A.W.
Y.Y.
05/03/2019, Fri Seminar: Investment Trends and FinTech Outlook
    [ Invited Talk ]:
  • Focus : Sales and Trading Business in Global Investment Banks – Ripe for Disruption by AI?
  • Speaker: Mr. Christopher Lee
  • Biography: Mr. Chris Lee is a partner at FAA Investments and a board director with expertise in financial markets, risk management, governance and leadership development. Currently, he serves as an Independent Board Member with Matthews Asia Funds (AUM: US$30.2 billion), the largest US investment company with a focus on Asia Pacific markets and Asian Masters Fund, an investment company listed in Australia. Previously, Chris was an investment banker for 18 years, acting as Managing Director and divisional and regional heads at Deutsche Bank AG, UBS Investment Bank and Bank of America Merrill Lynch. He worked in global capital markets, managed derivative products, and provided equity sales and trading functions to institutional investors. Academically, Chris is an associate professor of science practice at HKUST and teaches financial mathematics and risk management courses. He completed the AMP at Harvard University and holds a BS in Mechanical Engineering and an MBA from U.C. Berkeley.
    Bloomberg Profile: [ link ]
 Chris Lee
A.W.
05/10/2019, Fri Lecture 12: Tutorial on deep learning in Python
Yifei Huang
05/17/2019, Fri Lecture 13: Final
A.W.
by YAO, Yuan.