1. Machine Learning in FinTech
J.-S. Roger Jang (張智星)
MIR Lab, CSIE Dept.
National Taiwan University
2019/2/22

2. 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

3. 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 …

4. 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

5. 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】

6. Instructor Name: Roger Jang (張智星）
Contact info
(For course related issues, use )
Phone: (10am-10pm)
Skype: roger_jang
Office hour:
Right after each class, or by appointments
Quiz!

7. 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!

8. 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 hours
(80%)^3 weighting for overdue of 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

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

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