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MAFS 5440. Artificial Intelligence in Fintech |
Course Information |
This course offers a comprehensive exploration of the fundamental concepts and underlying principles of artificial intelligence (AI). It delves into the core principles of machine learning and provides valuable insights through case studies of relevant technologies. By providing opportunities for hands-on experimentation with machine learning applications, the course aims to inspire students to devise innovative approaches to address real-life problems in fintech using readily-available AI technologies.
Prerequisite: Some preliminary course on (statistical) machine learning, applied statistics, and deep learning will be helpful.
Wednesday 19:30-22:20pm, Lecture Theatre G (LTG)
An Introduction to Statistical Learning, with applications in R / Python. 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
Python-Numpy Tutorials by Justin Johnson
scikit-learn Tutorials: An Introduction of Machine Learning in Python
Deep Learning: Do-it-yourself with PyTorch, A course at ENS
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.
Email: Mr. CAO, He and Ms. LIU, Xuantong < aifin.hkust (add "AT gmail DOT com" afterwards) >
Date | Topic | Instructor | Scriber |
04/09/2024, Wed | Lecture 01: Overview and History of Artificial Intelligence in Fintech. [ slides A ][ slides B ] | Y.Y. | |
11/09/2024, Wed | Lecture 02: Supervised Learning: Linear Regression and Classification [ slides ]
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25/09/2024, Wed | Lecture 03: Model Assessment and Selection: Subset, Ridge, Lasso, and PCR [ slides ]
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29/09/2024, Sun | Lecture 04: Decision Tree, Bagging, Random Forests and Boosting [ slides ]
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02/10/2024, Wed | Lecture 05: Support Vector Machines [ slides ]
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06/10/2024, Sun | Lecture 06: An Introduction to Convolutional Neural Networks [ slides ]
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Y.Y. | 09/10/2024, Wed | Lecture 07: Other nonlinear models moving beyond linearity [ slides ]
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16/10/2023, Wed | Lecture 08: An Introduction to Recurrent Neural Networks (RNN) and Long Short Term Memory (LSTM) [ slides ]
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23/10/2024, Wed | Lecture 09: Attention and Transformers [ slides ]
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30/10/2024, Wed | Lecture 10: Transformer and Applications [ slides ]
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06/11/2024, Wed | Lecture 11: An Introduction to Reinforcement Learning with Applications in Quantitative Finance [ slides ]
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13/11/2024, Wed | Lecture 12: Final Project.
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