Difference between revisions of "CS7646 Fall 2016"
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==Overview== | ==Overview== | ||
| − | + | You are on the page for information specific to the Fall 2016 session of this course. Go here ([[Machine_Learning_for_Trading_Course]]) for overall course policies. | |
==2016 Fall Schedule== | ==2016 Fall Schedule== | ||
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==Assignments & Grading== | ==Assignments & Grading== | ||
| − | * [[http://quantsoftware.gatech.edu/MC1-Project-1 MC1-Project-1: Assess portfolio]] | + | * [[http://quantsoftware.gatech.edu/MC1-Project-1 MC1-Project-1: Assess portfolio]] 4% |
* [[http://quantsoftware.gatech.edu/MC1-Project-2 MC1-Project-2: Optimize a portfolio]] 5% | * [[http://quantsoftware.gatech.edu/MC1-Project-2 MC1-Project-2: Optimize a portfolio]] 5% | ||
| − | * MC3-Project-1: Implement and assess a regression learner using decision trees and random forests 15% | + | * [[http://quantsoftware.gatech.edu/MC3-Project-1 MC3-Project-1: Implement and assess a regression learner using decision trees and random forests]] 15% |
| − | * MC2- | + | * [[http://quantsoftware.gatech.edu/MC2-Homework-1 MC2-Homework-1: Create a Machine Learning midterm question]] 2% |
| − | * | + | * [[http://quantsoftware.gatech.edu/MC3-Homework-1 MC3-Homework-1: Generate datasets that defeat learners]] 5% |
| − | * Midterm | + | * [[http://quantsoftware.gatech.edu/MC2-Project-1 MC2-Project-1: Build a market simulator]] 15% |
| − | * MC3-Project-2: Implement your own "manual" quant strategy, then do it with decision tree classification, compare | + | * [[Midterm Study Guide]] |
| − | * MC3-Project- | + | * Midterm 15% |
| − | + | * [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% | |
| − | * | + | * [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement your own "manual" quant strategy, then do it with decision tree classification, compare]] 15% |
| + | * [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]] 12% (replacement for Final Exam) | ||
| + | |||
| + | * Class participation: 2%. | ||
Thresholds: | Thresholds: | ||
| Line 30: | Line 33: | ||
The projects linked to below are from previous semesters. We keep them here so you can peek ahead, but please keep in mind that they will be revised. | The projects linked to below are from previous semesters. We keep them here so you can peek ahead, but please keep in mind that they will be revised. | ||
| − | |||
* [[http://quantsoftware.gatech.edu/MC2-Project-2 MC2-Project-2: Implement bollinger bands, and create a simple trading strategy]] | * [[http://quantsoftware.gatech.edu/MC2-Project-2 MC2-Project-2: Implement bollinger bands, and create a simple trading strategy]] | ||
* [[http://quantsoftware.gatech.edu/MC2-Homework-1 MC3-Homework-1: Create a Finance midterm question]] | * [[http://quantsoftware.gatech.edu/MC2-Homework-1 MC3-Homework-1: Create a Finance midterm question]] | ||
| − | |||
* [[http://quantsoftware.gatech.edu/MC3-Project-1 MC3-Project-1]] | * [[http://quantsoftware.gatech.edu/MC3-Project-1 MC3-Project-1]] | ||
* [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2]] | * [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2]] | ||
* [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3]] | * [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3]] | ||
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Latest revision as of 21:44, 28 November 2016
Overview
You are on the page for information specific to the Fall 2016 session of this course. Go here (Machine_Learning_for_Trading_Course) for overall course policies.
2016 Fall Schedule
Assignments & Grading
- [MC1-Project-1: Assess portfolio] 4%
- [MC1-Project-2: Optimize a portfolio] 5%
- [MC3-Project-1: Implement and assess a regression learner using decision trees and random forests] 15%
- [MC2-Homework-1: Create a Machine Learning midterm question] 2%
- [MC3-Homework-1: Generate datasets that defeat learners] 5%
- [MC2-Project-1: Build a market simulator] 15%
- Midterm Study Guide
- Midterm 15%
- [MC3-Project-2: Q-learning maze navigation] 10%
- [MC3-Project-3: Implement your own "manual" quant strategy, then do it with decision tree classification, compare] 15%
- [MC3-Project-4: Q-learning trader] 12% (replacement for Final Exam)
- Class participation: 2%.
Thresholds:
- A: 90% and above
- B: 80% and above
- C: 70% and above
- D: 60% and above
- F: below 60%
The projects linked to below are from previous semesters. We keep them here so you can peek ahead, but please keep in mind that they will be revised.
