COURSE CALENDAR AT-A-GLANCE
Below is the calendar for the Fall 2022 CS7646 class. Note that assignment due dates are all Sundays at 11:59 PM Anywhere on Earth time. All assignments are finalized 3 weeks before the listed due date.
Readings come from the three-course textbooks listed on the course home page. Online lessons, readings, and videos are required unless marked with an asterisk; asterisk-marked items are optional.
Week # | Week Of | Lessons | Readings/Videos | Assignment | Assignment Due Date |
1 | 08/22/2022 | 01-01 01-02 01-03 01-04 |
Python for Finance Ch. 4* Python for Finance Ch. 6* Probabilistic Machine Learning 1 Chapters 1.1, 1.2, 1.4, & 1.6 |
Local Environment Setup Introduce Yourselves (Ed Discussions) Start-of-Course Survey |
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2 | 08/29/2022 | 01-05 01-06 01-07 01-08 |
Python for Finance Ch. 5* Machine Learning Ch. 1*
Introduction to Statistical Learning – Chapter 1
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Project 1 Start-of-Course Survey |
09/04/2022 |
3 | 09/05/2022 | 01-09 03-01 03-02 |
Python for Finance Ch. 11* Introduction to Statistical Learning – Chapter 2.2, 3.1 to 3.3 |
Project 2 | 09/11/2022 |
4 | 09/12/2022 | 03-03 03-04 |
Suntrust Visit* Decision Trees 1 Decision Trees 2 Machine Learning Ch. 3* Introduction to Statistical Learning – Chapters 3.5, 8.1 and 8.2 |
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5 | 09/19/2022 | 02-01 02-02 |
What Hedge Funds Really Do Ch. 2 & 4
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Project 3 Quarter-Course Survey |
09/25/2022 |
6 | 09/26/2022 | 02-03 02-04 |
Is the stock market rigged? Machine Learning Ch. 8* What Hedge Funds Really Do Ch. 5, & 7 |
Project 4 | 10/02/2022 |
7 | 10/03/2022 | 02-05 | |||
8 | 10/10/2022 | 02-06 02-07 02-08 |
Market Simulator What Hedge Funds Really Do Ch. 8 What Hedge Funds Really Do Ch. 12 |
Project 5 Exam 1 |
10/16/2022 Exam Window: 10/10/2022 – 10/16/2022 |
9 | 10/17/2022 | The Big Short* Time Series Data Vectorize Me PowerPoint Decision Tree-Based Trading |
Project 6 Mid-Course Survey |
10/23/2022 | |
10 | 10/24/2022 | 02-09 02-10 |
What Hedge Funds Really Do Ch. 9 | 10/30/2022 | |
11 | 10/31/2022 | 03-05 03-06 03-07 |
Machine Learning – Chapter 13*
Foundations of Deep Reinforcement Learning – Chapter 1*
Probabilistic Machine Learning 2 – Chapter 35*
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Project 7 | 11/06/2022 |
12 | 11/07/2022 | ||||
13 | 11/14/2022 | Navigation Project Strategies for Q-Learner Trader Options Trading Interview with Tammer Kamel (Ed Lessons) |
Extra Credit | 11/20/2022 | |
14 | 11/21/2022 | Applying Deep Reinforcement Learning to Trading with Dr. Tucker Balch* | Project 8 | 11/27/2022 | |
15 | 11/28/2022 | Keynote on Algorithmic Bias (Drs. Isbell and Littman)* | |||
16 | 12/05/2022 | Exam 2 | Exam Window: 12/05/2022 – 12/11/2022 | ||
17 | 12/12/2022 | End-of-Course Survey | 12/15/2022 |