Course Details

Title AI and Finance (Pre-recorded)
Field of Study Business
Professor Hyoung-Goo Kang (hyoungkang@hanyang.ac.kr)
Type Academic course
Credits 3
Contact hours 45
Schedule Session A
Course code ISS1142
Course number 18541
Description

The OECD defines an Artificial Intelligence (AI) System as a machine-based system that can, for a given set of human-defined objectives, make predictions, recommendations, or decisions influencing real or virtual environments (https://legalinstruments.oecd.org/en/instruments/OECD-LEGAL-0449),

This class introduces artificial intelligence (AI) and discusses its application to financial investment. Since AI covers machine learning and deep learning as the above figure illustrates, we will cover them as well.

Objective

This course emphasizes the various computational and mathematical models to apply artificial intelligence to quantitative finance, such as portfolio analytics, quantitative risk modeling, time series analysis, cross-sectional analysis, etc. Students will learn and use python for their projects. Students are expected to come up with their own ideas for their projects.

Preparations

NA

Materials
Evaluation
Assignment
20%
Attendance
10%
Final
20%
Midterm
20%
Participation
10%
Presentation
20%
Lesson Plan
Class 1: Linear regression
Class 2: Linear regression and factor structure in asset returns
Class 3: Logistic regression
Class 4: Perceptron
Class 5: Traditional neural network (1)
Class 6: Traditional neural network (2)
Class 7: Sequence modeling (1)
Class 8: Sequence modeling (2)
Class 9: Classification (1)
Class 10: Classification (2)
Last Updated October 14, 2020
Print
Go to Top