金融科技導論
Introduction to FinTech
| 節 | 週三 |
|---|---|
2 09:00–09:50 | 金融科技導論 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
金融科技(Financial Technology, FinTech)是目前全球金融業與科技業的焦點,它所引發的破壞式創新,正挑戰既有金融服務的供給方式和消費行為。本課程由資工、數學教授群共同開設,旨在釐清 FinTech 本質、相關的創新科技、以及關鍵的趨勢。同時我們也會在課程當中邀請相關學者專家進行演講,並在金融機構(或金融科技新創公司)的協助之下完成期末的AI程式競賽。歡迎想參與或是有志於跨金融與科技領域的同學們,來共同探索此新興領域 - FinTech。
■ Calculus:Basic differentiation, differentiation to find optimum ■ Linear algebra:Matrix operations, determinant, eigenvalue/eigenvector ■ Probability:Discrete/continuous random variables ■ Machine learning:Basic idea of training/test for model construction, preferably with hands-on experience
■ 實體期末評量時間:2025 /12/17 9:10~12:10 ■ 遠距上課位置:https://ntucc.webex.com/meet/rogerjang ■ 課程網頁:http://mirlab.org/jang/courses/fintech
■ Percentages □ Homework: ~40% □ Term project: ~30% □ Final exam: ~30% ■ Grade computation □ Raw score computation in double precision ==> Rounding to nearest integers ==>Final letter grades □ Final grades are based on scores and ranking. The instructors reserve the rights to ◎ Adjust percentage of each categories if necessary ◎ Determine the way to combine scores and ranking □ No-change policy: We will not change the final grades once they are sent to the academic affairs office, unless it is due to mistakes on our part. □ Grade statistics: Usually we have 25% of A+ and A
| 週次 | 主題 |
|---|---|
| 第 1 週 | Intro to the course |
| 第 2 週 | Math for fintech |
| 第 3 週 | Technical indicators, quantitative trading, backtest, dynamic programming |
| 第 4 週 | Intro to bitcoin and blockchain |
| 第 5 週 | Hash function and elliptic curve digital signature algorithm (ECDSA) |
| 第 6 週 | Portfolio optimization |
| 第 7 週 | Ethereum and Other Blockchain/Cryptocurrency |
| 第 8 週 | Performance indices, feature selection for ML |
| 第 9 週 | Missing data imputation in ML |
| 第 10 週 | Imbalanced dataset, cost-sensitive classification |
| 第 11 週 | Advanced Functions and Post-Quantum Cryptography for Blockchain |
| 第 12 週 | Intro to the final project |
| 第 13 週 | Invited talk by guest speaker |
| 第 14 週 | Invited talk by guest speaker |
| 第 15 週 | AI/ML applications in finance |
| 第 16 週 | Heads-up for final project |