CS4646 Spring 2018
DRAFT
This page is still in progress. Don't consider it final until the first day of class.
Overview
You are on the page for information specific to the Spring 2018 session of CS 4646. Go here (Undergrad_ML4T) for overall course policies.
Schedule & Forum
- Forum: https://piazza.com/class/jby8m47v3v52oc (just search for CS 4646 if this doesn't work)
- Schedule:
| Week | Tuesday Class Date | Topic | Due |
|---|---|---|---|
| 1 | 1/9 | Course Overview, Intro to Markets, Intro to Machine Learning, Pandas Tutorial | |
| 2 | 1/16 | Visualizing Market Data, Pricing Stocks, Numpy Tutorial, Working with Time Series | |
| 3 | 1/23 | Incomplete Data, Plots, ML Lexicon/Taxonomy, Evaluating Learners | MC1-P1 |
| 4 | 1/30 | Supervised Learning (KNN, LinReg, Decision Trees, Boosting, Bagging) | |
| 5 | 2/6 | Market History, Actors, Order Book, Order Types | MC3-P1 + MC3-HW1 |
| 6 | 2/13 | Markets, Valuation, Capitalization, Time Value of Money | Exam 1 |
| 7 | 2/20 | Options, Leverage | MC2-P1 |
| 8 | 2/27 | Technical Analysis, Candlestick Chart Patterns, CAPM, Efficient Market Hypothesis | |
| 9 | 3/6 | Fund. Law of APM, Efficient Frontier, Finite Automata, Markov Decision Processes | MC3-P2 |
| 10 | 3/13 | Value Iteration, Q-Learning | Exam 2 |
| 11 | 3/20 | Final class, extra topics | Final project (MC3-P3) |
| 12 | 3/27 | Final class, extra topics | Final project (MC3-P3) |
| 13 | 4/3 | Final class, extra topics | Final project (MC3-P3) |
| 14 | 4/10 | Final class, extra topics | Final project (MC3-P3) |
| 15 | 4/17 | Final class, extra topics | Final project (MC3-P3) |
| 16 | 4/24 | Final class, extra topics | Final project (MC3-P3) |
| 17 | 5/1 | Final class, extra topics | Final project (MC3-P3) |
Assignments
Projects (60%)
- [assess_portfolio] 5% (easy)
- Regression / Ensemble Learners 10% (challenging)
- Market Simulator 10% (moderate)
- Manual Strategy 10% (moderate)
- Q-Learning Robot 10% (moderate)
- Strategy Learner 15% (very challenging)
Exams (40%)
- Exam 1: 20%
- Exam 2: 20%
Exam Study Guides
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).
