CS7646 Summer 2017 - Revision history

Tucker: /* Assignments & Grading */

2017-07-18T01:34:31Z

Assignments & Grading

Tucker: /* Assignments & Grading */

2017-07-17T15:46:05Z

Assignments & Grading

Tucker: /* Assignments & Grading */

2017-05-19T22:48:07Z

Assignments & Grading

Tucker: /* 2017 Summer Schedule */

2017-05-19T22:19:50Z

2017 Summer Schedule

Tucker: /* 2017 Spring Schedule */

2017-05-19T22:18:52Z

2017 Spring Schedule

Dave at 20:04, 19 May 2017

2017-05-19T20:04:25Z

Dave: /* Assignments & Grading */

2017-05-13T16:55:13Z

Assignments & Grading

Dave: /* Assignments & Grading */

2017-05-13T16:54:14Z

Assignments & Grading

Dave at 20:18, 12 May 2017

2017-05-12T20:18:57Z

Dave: Created page with "==Overview== You are on the page for information specific to the Summer 2017 session of this course. Go here (Machine_Learning_for_Trading_Course) for overall course pol..."

2017-05-12T20:16:45Z

Created page with "==Overview== You are on the page for information specific to the Summer 2017 session of this course. Go here (Machine_Learning_for_Trading_Course) for overall course pol..."

New page

==Overview==

You are on the page for information specific to the Summer 2017 session of this course. Go here ([[Machine_Learning_for_Trading_Course]]) for overall course policies.

==Important Note==
'''This is currently a duplicate of Spring 2017, a work in progress for Summer 2017.'''

==2017 Spring Schedule==

* [[https://docs.google.com/spreadsheets/d/1dOk083xydbPoLNkZcNh-KqGkD9oztKuly8WaE_ai5JE/pubhtml?gid=0&single=true]]

==Assignments & Grading==

'''Projects (70%)'''

* [[http://quantsoftware.gatech.edu/MC1-Project-1 MC1-Project-1: Assess portfolio]] 5% (easy)
* [[http://quantsoftware.gatech.edu/MC1-Project-2 MC1-Project-2: Optimize a portfolio]] 5% (easy)
* [[http://quantsoftware.gatech.edu/MC2-Project-1 MC2-Project-1: Build a market simulator]] 10% (moderate)
* [[http://quantsoftware.gatech.edu/MC3-Project-1 MC3-Project-1: Implement and assess a regression learner using decision trees and random forests]] 15% (hard)
* [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% (easy)
* [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement a "manual" quant strategy, then do it with decision tree classification]] 15% (very hard)
* [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]] 10% (moderate)

'''Extra credit project'''

If you choose to do the extra credit project, you can gain up to 15 additional points applied to the Projects portion of the class. In this case total projects grade is calculated as

min(70, sum(project grades) + extra credit grade)

Accordingly, you don't need to complete the extra credit project to earn a perfect projects score. We strongly recommend that you focus on the first 7 projects only and skip the extra credit one. However, if you bomb one of the other projects, if you want to challenge yourself, or if you need to make up points you can attempt VICIOUS RABBIT 2000. Note however that this last project is extremely hard. It has so far only been attempted by senior graduate students and the Black Knight. No one has succeeded to date.

* [[http://quantsoftware.gatech.edu/MC3-Project-5 MC3-Project-5: Q-learning VICIOUS RABBIT 2000]] 15% (extremely hard)

'''Homework (5%):'''

* [[http://quantsoftware.gatech.edu/MC3-Homework-1 MC3-Homework-1: Generate datasets that defeat learners]] 5%

'''Exams (22%)'''

* [[Midterm Study Guide]]
* [[Final Study Guide]]
* Midterm 11%
* Final 11%

'''Class participation (3%)'''

* Class participation is determined by activity on piazza.

==Thresholds==

* A: 90% and above
* B: 80% and above
* C: 70% and above
* D: 60% and above
* F: below 60%

These are hard boundaries (we round down).

@@ Line 21: / Line 21: @@
 * [[http://quantsoftware.gatech.edu/MC2-Project-1 MC2-Project-1: Build a market simulator]] 15% (moderate)
 * [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% (easy)
-* Trading Strategy Learner 17% (very hard)
+* [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Trading Strategy Learner]] 17% (very hard)
 '''Homework (5%):'''

@@ Line 33: / Line 33: @@
 * [[Midterm Study Guide]]
-* [[Final Study Guide]]
+* [[Exam 2 Study Guide]]
 * Midterm 15%
 * Final 15%

@@ Line 21: / Line 21: @@
 * [[http://quantsoftware.gatech.edu/MC2-Project-1 MC2-Project-1: Build a market simulator]] 15% (moderate)
 * [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% (easy)
-* Trading Strategy Learner: Mixture of the below two projects, being reformulated  17% (very hard)
+* Trading Strategy Learner 17% (very hard)
 ** [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement a "manual" quant strategy, then do it with decision tree classification]]
 ** [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]]

@@ Line 7: / Line 7: @@
 * Any on-campus deviations (related to office hours, exams, lecture times/topics/notes) can be found here: [[CS7646_Summer_2017_ATL]]
-==2017 Summer Schedule==
+==2017 Summer Schedule (OMS)==
 This is a link to the schedule for the online (OMS) session of the course.  The project deadlines are the same for the on campus session.

@@ Line 7: / Line 7: @@
 * Any on-campus deviations (related to office hours, exams, lecture times/topics/notes) can be found here: [[CS7646_Summer_2017_ATL]]
-==2017 Spring Schedule==
+==2017 Summer Schedule==
-*  [[https://docs.google.com/spreadsheets/d/1dOk083xydbPoLNkZcNh-KqGkD9oztKuly8WaE_ai5JE/pubhtml?gid=0&single=true]]
+This is a link to the schedule for the online (OMS) session of the course.  The project deadlines are the same for the on campus session.
 ==Assignments & Grading==

← Older revision		Revision as of 20:04, 19 May 2017
Line 2:		Line 2:

	You are on the page for information specific to the Summer 2017 session of this course. Go here ([[Machine_Learning_for_Trading_Course]]) for overall course policies.		You are on the page for information specific to the Summer 2017 session of this course. Go here ([[Machine_Learning_for_Trading_Course]]) for overall course policies.
−
−	~~==Important Note==~~
−	~~'''This is currently a duplicate of Spring 2017, a work in progress for Summer 2017.'''~~

	==Specific On-Campus Information==		==Specific On-Campus Information==

@@ Line 16: / Line 16: @@
 ==Assignments & Grading==
-'''Projects (70%)'''
+'''Projects (62%)'''
 * [[http://quantsoftware.gatech.edu/MC1-Project-1 MC1-Project-1: Assess portfolio]] 5% (easy)
 * [[http://quantsoftware.gatech.edu/MC3-Project-1 MC3-Project-1: Implement and assess a regression learner using decision trees and random forests]] 15% (hard)
 * [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% (easy)
-* [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement a "manual" quant strategy, then do it with decision tree classification]] 15% (very hard)
+* Trading Strategy Learner  17% (very hard)
-* [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]] 10% (moderate)
+** mixture of [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement a "manual" quant strategy, then do it with decision tree classification]]
+** and  [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]]
 '''Homework (5%):'''
@@ Line 40: / Line 30: @@
 * [[http://quantsoftware.gatech.edu/MC3-Homework-1 MC3-Homework-1: Generate datasets that defeat learners]] 5%
-'''Exams (22%)'''
+'''Exams (30%)'''
 * [[Midterm Study Guide]]
 * [[Final Study Guide]]
-* Midterm 11%
+* Midterm 15%
-* Final 11%
+* Final 15%
 '''Class participation (3%)'''

@@ Line 5: / Line 5: @@
 ==Important Note==
 '''This is currently a duplicate of Spring 2017, a work in progress for Summer 2017.'''
 ==2017 Spring Schedule==