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
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
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
5 09/19/2022 02-01
02-02

 

What Hedge Funds Really Do Ch. 2 & 4

 

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

Navigation Project

Machine Learning – Chapter 13*
Foundations of Deep Reinforcement Learning – Chapter 1*
Probabilistic Machine Learning 2 – Chapter 35*
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