Machine Learning in FinTech J.-S. Roger Jang (張智星) MIR Lab, CSIE Dept. National Taiwan University jang@mirlab.org, http://mirlab.org/jang 2019/2/22

並上傳儲存於 Amazon 雲端平台，僅花費美金 1,000 元 Machine Learning (ML) Machine learning is everywhere! Face detection and recognition (facebook) Speech-enabled personal assistants Siri, Google Now, Cortana, Echo… IBM’s Deep Blue  Google’s Alpha Go IBM’s Watson for unstructured data analysis Google’s self-driving cars Deepmind’s TTS Robo advisors 紐約時報透過掃描該報1851~1922 年間 共 1,100 萬篇文章之方式，產生 1.5TB 資料， 並上傳儲存於 Amazon 雲端平台，僅花費美金 1,000 元

Objectives Machine learning Applications Classification Regression Clustering Feature extraction PCA LDA Pattern matching Linear scaling Dynamic programming Performance evaluation Applications Time series modeling Stock Foreign exchange Customer behavior prediction Document classification Chart identification Personal investment prediction based on historical records T. Challenge …

Prerequisites Prerequisites for STEM (science, technology, engineering, and mathematics) students Calculus You need to know how to do differentiation Linear algebra You need to know matrix operations, determinant, etc. Probability You need to know PDF of continuous variables For non-STEM students Please talk to me first before taking the course

Text and Reference Books Textbooks Online tutorial of Data Clustering and Pattern Recognition Toolbox Toolbox by Roger Reference books MATLAB程式設計【入門篇】 MATLAB程式設計【進階篇】

Instructor Name: Roger Jang (張智星） Contact info Email: jang@mirlab.org (For course related issues, use ta4fintech@mirlab.org ) Phone: 0953-154-045 (10am-10pm) Skype: roger_jang Office hour: Right after each class, or by appointments Quiz!

Grading Policy of My Part Grading policy of my part, which accounts for 30% of the overall grade Homework: ~30% Programming HW scored by judge system Language: MATLAB (You can use other languages as long as it can be invoked by MATLAB, such as Python, R, etc.) Weekly quizzes: ~30% Final project: ~40% Quiz! The instructor reserves the right to fine-tune the above percentages!

Other Reminders Overdue penalty for homework, up to a delay of 7 days 80% weighting for overdue of 0-24 hours (80%)^2 weighting for overdue of 24-48 hours (80%)^3 weighting for overdue of 48-72 hours … We don’t change deadline for personal cases (such as 出 國開會報告), unless it’s due to 不可抗力之突發狀況. Only A+ is qualified for recommendation letter Flipped learning will be adopted here and there Final project Automatic transactions on 台指期

Sample Quiz What is the name of the instructor? Who is going to score our programming homework?

Today’s Assignment Week-1 assignment & take-home reading Check out course schedule page