Professional Documents
Culture Documents
01 - Welcome To ML4T
01 - Welcome To ML4T
C. 5464647646
CS 4646/7646
Where am I ?
in
Research? Intelligent Agents
financial Market
Multi agent
simulations
How should I think of this class?
't
IT IS NOT :
theory to survey
"
( opposed
"
deep class as
"
PREREQUISITES ?
none ? I
good programmer
.
What’s the overall structure of the class?
- Python ?
Martingale
optimizer
Optimize Something -
numpy
intro ML
Assess Learners -
data
Defeat Learners - understanding
over time
Market Sim -
portfolio
are learner !
HA
Manual Strategy
you
-
Q-Learning Robot -
in not cumulative
2 ,
class
,
on paper ,
given online
Class Topics 1: Understanding Financial Data
what data ?
pandas Humpy
ML
time series
plot data
portoflio
stats
Class Topics 2: Intro to Machine Learning
what is ML?
taxonomy
assess learner
instance learners
meta -
learning
Class Topics 3: Intro to Computational Investing
mutual fund
, hedge ,
ETF ?
markets work ?
valuation ? Fund Law of P.M .
TVOM
.
Efficient frontier
CAPM
EMH Options
RSLMACD
→ indicators
: EMA
SMA ,
BB
Class Topics 4: Machine Learning for Trading
RF
ensembles
-
reinforcement learning
-
Q -
Learning
Q
Dg na
-
Mostly merged with the online master’s class? Textbooks? Lecture videos? GitHub? Project FAQs?
Merged:
Lecture
Not Merged:
Exams
Quizzes
Office hours
Policies (see syllabus for more!)
except with
No late assignments
approval or Dean of Students
prior .
within a week .
Challenge grades
for institute -
CSV , ./data/lBMesv
-
Adj Close
Date ighowfVoly
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2012-09-06 of -
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adj close
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splits
Python Libraries used in this class ?
around
time-series
pandas
-
dumpy
Matplotlibcpyplot ) -
plots
Why Pandas ?
Task: Read a Yahoo CSV file and parse it out. Print the highest price the
stock has been (and when it happened). Also draw a nice plot of the price!
'
;
index Col -
-
'
Date
,
-
parse -
dates trued -
T
dffAdjdoseD.ph ) makes hard
things easy !