CS7646 Fall 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

• [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.

• [MC2-Project-2: Implement bollinger bands, and create a simple trading strategy]
• [MC3-Homework-1: Create a Finance midterm question]
• [MC3-Project-1]
• [MC3-Project-2]
• [MC3-Project-3]