2024 Spring Semester Planned Taking Course

Just a tentative agenda. OF COURSE WE CAN NOT DO THAT!

Overview

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flowchart LR
24sp(24 Spring Courses)
fin(Finance Course)
cs(Computer Science)
ds(Data Science)
math(Mathmetics)

Fin3026(財務計量 Financial Econometrics)
Fin7035(商業賽局模型一)
Option(期貨與選擇權 Options, Futures and other Derivatives )

IM5030(資訊檢索與文字探勘導論)
EE4033(演算法 Algorithms)
CSIE5431(深度學習之應用 Applied Deep Learning)

IE5054(資料分析方法 Data Analytics)
IM5047(大數據與商業分析)

COMME5051(機器學習中的數學原理)

24sp --> fin & cs & ds & math
fin --> Fin3026 & Fin7035 & Option
cs --> IM5030 & EE4033 & CSIE5431
ds --> IE5054 & IM5047
math --> COMME5051

Finance and Economics Course

商業賽局模型一 ( Fin 7035 )

Information

Syllabus

  • 9/20 Static Games with Complete Information, I
  • 9/27 Static Games with Complete Information, II
  • 10/4 Multistage Games with Observable Actions and Repeated Games
  • 10/11 Static Games with Incomplete Information
  • 10/18 Adverse Selection and Screening Games, Part I
  • 10/25 Adverse Selection and Screening Games, Part II
  • 11/1 Signaling Games, Perfect Bayesian Equilibrium, and Some Refinements, I
  • 11/8 Signaling Games, Perfect Bayesian Equilibrium, and Some Refinements, II
  • 11/15 Midterm Exam
  • 11/22 Financial Signaling Models, I
  • 11/29 Financial Signaling Models, II
  • 12/6 Asset Trading Models, I
  • 12/13 Asset Trading Models, II
  • 12/20 Interactions between Financial and Product Markets
  • 12/27 Pricing Strategies
  • 1/3 Product Line Design, Branding and Return Policy
  • 1/10 Distribution Channels and E-commerce
  • 1/17 Oral Presentation

Timeline


24 Mar. to 30 Mar.

  • Rubinstein Bargaining Game and War of Attrition
    • ngt2021nov10part3
    • ngt2021nov17part1
  • Infinitely Repeated Games
    • ngt2021nov17part2
    • ngt2021nov17part3
    • ngt2021nov17part4a
  • Finitely Repeated Games
    • ngt2021nov17part4b

31 Mar. to 6 Apr.

  • Static Games with Incomplete Information and BE
    • ngt2021nov24part1
  • Signalling Games, PBE, and Cho-Kreps Intuitive Criterion
    • ngt2021nov24part2
  • Applications to Finance: Jensen-Meckling Theory, Bank Run, Aghion-Bolton Model, Hart-Moore Model
    • ngt2021dec08part1
    • ngt2021dec08part2a
    • ngt2021dec08part2b

7 Apr. to 13 Apr.

  • Lecture 4: Spence Signaling Game
    • ngt2021dec08part3a
    • ngt2021dec08part3b
  • Lecture 4: Screening Games: Monopolistic Nonlinear Pricing and Competitive Screening
    • ngt2021dec15part1a
    • ngt2021dec15part1b
    • ngt2021dec15part2
  • Lecture 4: Reputation Games (The Chain-store Paradox)
    • ngt2021dec22part1

14 Apr. to 20 Apr.

  • Lecture 5: The Costly State Verification (CSV) Debt-Financing Model
    • ngt2021dec22part2
    • ngt2021dec22part3
  • Lecture 4: Sequential Equilibrium
    • ngt2021dec29part1
  • Lecture 4: Iterated Intuitive Equilibrium, Grossman-Perry Equilibrium, and Divine Equilibrium
    • ngt2021dec29part2

財務計量 ( Financial Econometrics, Fin 3026 )

Information

  • Course Name: 財務計量 ( Financial Econometrics )
  • Lecturer: Chih-Ching Hung
  • Semester: 110-2
  • NTU Cool Link: 財務計量 (Fin 3026)

Syllabus

  • Week 1 2/14 Basic Regression Concepts
  • Week 2 2/21 Basic Regression Concepts
  • Week 3 2/28 Peace Memorial Day
  • Week 4 3/07 Time Series
  • Week 5 3/14 Time Series
  • Week 6 3/21 Time Series
  • Week 7 3/28 Time Series
  • Week 8 4/04 Spring Break
  • Week 9 4/11 Midterm Exam
  • Week 10 4/18 Exam Review and Potential Outcome Framework (1)
  • Week 11 4/25 Potential Outcome Framework (2)
  • Week 12 5/02 4~5 Student Presentations
  • Week 13 5/09 Matching, RCT, and Experiment (2 Presentations)
  • Week 14 5/16 Instrumental Variable (2 Presentations)
  • Week 15 5/23 Difference-in-Difference (2 Presentations)
  • Week 16 5/30 Regression Discontinuity (2 Presentations)

Timeline

To be finished.

期貨與選擇權 ( Options, Futures and other Derivatives )

Timeline

To be finished.

Computer Science Course

深度學習之應用 ( Applied Deep Learning)

Information

Syllabus

Date Description Course Recordings Note
2022/09/08 Course Logistics Introduction 0 1.1 1.2 1.3 PyTorch
2022/09/15 Neural Network Basics Backpropagation 2.1 2.2 2.3 2.4 2.5  
2022/09/22 Word Representation Recurrent Neural Network 3.1 3.2 3.3 3.4  
2022/09/29 Gating Mechanism Word Embeddings 4 5.1 5.2 5.3 5.4 5.5 5.6  
2022/10/06 ELMo Attention Mechanism 6.1 6.2 7.1 7.2  
2022/10/13 Transformer Subword Tokenization BERT 8.1 8.2 8.3 9 10.1  
2022/10/20 More BERT 11.1 11.2 11.3 11.4  
2022/10/27 Midterm Break    
彈性補充 Reinforcement Learning Value-Based RL 11.1 11.2 11.3 11.4 11.5 11.6  
彈性補充 Policy Gradient & Actor-Critic 11.7 11.8  
2022/11/10 Natural Language Generation 13.1 13.2 13.3 13.4  
2022/11/17 Model Pre-Training 14.1 14.2 14.3 14.4 14.5 14.6  
2022/11/24 Prompt-Based Learning 15.1 15.2 15.3 15.4 15.5  
2022/12/01 Beyond Supervised Learning 16.1 16.2 16.3 16.4 16.5  
2022/12/08 Issues in Pre-Trained Models 17.1 17.2 17.3 17.4  
2022/12/15 Break    
2022/12/22 Final Break    
2022/12/29 Multimodality Sharing 18.1 18.2 Sharing  

Timeline

To be finished.

資訊檢索與文字探勘導論 ( IM 5030 )

Information

Syllabus

image-20240319170206538

Timeline

To be continue.

演算法 ( Algorithms, EE4033-01 )

Information

Syllabus

Schedule (48 hrs in total this semester):

  1. Mathematical foundations + administrative matters (6 hrs)
  2. Sorting and order statistics (6 hrs)
  3. Data structures: binary search trees, RB trees, interval trees (2-hr lecture + pre-recorded videos)
  4. Dynamic programming and greedy algorithms (9 hrs)
  5. Amortized analysis (pre-recorded videos)
  6. Graph algorithms: disjoint set, graph representations, searching, minimum spanning tree, single-source and all-pair shortest paths, network flow, matching (14 hrs)
  7. NP-completeness & coping with NP-completeness (5 hrs)
  8. General-purpose algorithms: simulated annealing, and machine learning, as time permits.
  9. Others: Exams (6 hrs)

Timeline

To be finished.

Data Science

My interest is also data science. Here are several Course I decided to learn.

資料分析方法 ( Data Analytics, IE5054 )

Information

Syllabus

Week Due Topic
Week 1 Feb. 19 Review & Preview
Week 2 Feb. 26 Regression Analysis
Week 3 Mar. 04 Regression Analysis
Week 4 Mar. 11 Multivariate Statistical Inference
Week 5 Mar. 18 Dimension Reduction Techniques
Week 6 Mar. 25 Partial Least Squares Regression
Week 7 Apr. 01 Big Data Infrastructure × Team Building*
Week 8 Apr. 08 Mid-term Exam
Week 9 Apr. 15 Supervised Learning Algorithms
Week 10 Apr. 22 Supervised Learning Algorithms
Week 11 Apr. 29 Unsupervised Learning Algorithms
Week 12 May 06 Unsupervised Learning Algorithms
Week 13 May 13 Machine Learning Techniques
Week 14 May 20 Deep Neural Nets
Week 15 May 27 Deep Neural Nets
Week 16 Jun. 03 Project Presentation Day (Peer Review*)
Week 17 Jun. 07 Report Due

Timeline

大數據與商業分析 (IM5047)

Syllabus

週次 主題 投影片
Week 01 (2024.02.21) 實體 Introduction 課程及修課說明 簡介 之後請至ntu cool
Week 02 (2024.02.28) 放假 L1: Text mining 作業1
Week 03 (2024.03.06) 線上 L2: Web mining  
Week 04 (2024.03.13) 實體 L3: Classification  
Week 05 (2024.03.20) 線上 L4: Clustering  
Week 06 (2024.03.27) 實體 期中專題說明  
Week 07 (2024.04.03) 實體 實習/L5: Sequence Tagging  
Week 08 (2024.04.10) 線上 L6: Language Processing  
Week 09 (2024.04.17) 線上 Special Issue: Gen AI & applications  
Week 10 (2024.04.24) 實體 期中報告  
Week 11 (2024.05.01) 實體 E-Commerce Analytics (1)  
Week 12 (2024.05.08) 實體 E-Commerce Analytics (2) 期末專題說明
Week 13 (2024.05.15) 線上 E-Commerce Analytics (3)  
Week 14 (2024.05.22) 實體 期末Proposal/討論回饋  
Week 15 (2024.05.29) 線上 Special Issue: Social Data Analytics  
Week 16 (2024.06.05) 實體 期末報告  

Timeline

To be finished.

Mathematics

機器學習中的數學原理 ( COMME5051 )

Information

Syllabus

To be finished.

Timeline

To be finished.