Difference between revisions of "CS7646 Summer 2017"

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* [[http://quantsoftware.gatech.edu/MC2-Project-1 MC2-Project-1: Build a market simulator]] 15% (moderate)
 
* [[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)
 
* [[http://quantsoftware.gatech.edu/MC3-Project-2 MC3-Project-2: Q-learning maze navigation]] 10% (easy)
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* Trading Strategy Learner 17% (very hard)
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* [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Trading Strategy Learner]] 17% (very hard)
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** For this project you will implement a machine learning based trading system.  You can choose whether you want to use a decision-tree based approach or a Q-learning based approach.  This project is being reformulated, but you can follow the links below to previous versions of these two projects to get a feel for what the requirements will be:
 
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** [[http://quantsoftware.gatech.edu/MC3-Project-3 MC3-Project-3: Implement a "manual" quant strategy, then do it with decision tree classification]]
 
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** [[http://quantsoftware.gatech.edu/MC3-Project-4 MC3-Project-4: Q-learning trader]]
 
  
 
'''Homework (5%):'''
 
'''Homework (5%):'''
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* [[Midterm Study Guide]]
 
* [[Midterm Study Guide]]
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* [[Final Study Guide]]
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* [[Exam 2 Study Guide]]
 
* Midterm 15%
 
* Midterm 15%
 
* Final 15%
 
* Final 15%

Latest revision as of 20:34, 17 July 2017

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.

Specific On-Campus Information

  • Any on-campus deviations (related to office hours, exams, lecture times/topics/notes) can be found here: CS7646_Summer_2017_ATL

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.

Assignments & Grading

Projects (62%)

Homework (5%):

Exams (30%)

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).

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