開課班級Class: | 授課教師Teacher: | 學分數Credits: |
碩資管一A | 賴佳瑜 | 3 |
課程大綱Course Description: |
現今快速發展之金融科技,將許多傳統的金融分析方法轉換成金融的科技,其中三種最熱門的投資項目為付款,群眾募資與借貸及金融資料分析方法。本課程將著重於其中之金融資料分析方法將討論量化投資的應用,金融之量化投資是在投資的各個階段中,利用數學、統計、機器學習等分析工具來建立預測模型。本課程旨在對量化投資作廣泛與初步的介紹,並佐以Python語言實作,希冀學生能藉此課程對資訊科技與金融結合應用。 |
English Outline: |
The rapid emergence of FinTech has turned conventional approaches to financial technology into three popular investment categories: payments, lending/crowdfunding, and data & analytics. The objective of this course is to explore financial data mining based on quantitative trading data. Data Mining in Finance presents a comprehensive overview of major algorithmic approaches to build predictive models, including mathematics, statistical, machine-learning methods, and then examines the suitability of these approaches to quantitative trading data. This course primarily provides concepts and analytical approaches to analyzing financial data by using Python language. Students will learn advanced methods and skills for Fintech. |
本科目教學目標Course Objectives: |
本課程讓學生學習用程式實作金融量化投資。它的涵義是在投資的各個階段中,利用數學、統計、電腦等分析工具來建立模型,並據以客觀地分析數據,按事先設定好的投資邏輯來進行投資決策,不同於以往的主觀交易。本課程旨在對金融資料與數據分析進行量化投資的實際應用,並佐以Python語言實作,希冀學生能藉此課程理解資訊科技與金融結合應用 |
教學型態Teaching Models: | 成績考核方式Grading: |
課堂教學+小組討論 | 平時成績General Performance:30% 期中考Midterm Exam:40% 期末考Final exam:% 其它 Other:Final Project 40% |
參考書目Textbooks/References: |
金融科技實戰:Python與量化投資 作者: 蔡立耑 出版社:博碩 出版日期:2018/01/05 |
SDGs指標: |
UCAN職業項目: |
課程更新狀態: | 課程匯入時間Import Time:2022-01-04 14:56:19 |
最後更新時間Last Modified:2022-02-17 16:04:56,更新人modified by:賴佳瑜 |