COURSE CALENDAR AT-A-GLANCE

Below is the calendar for the Spring 2023 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 01/09/2023 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 01/16/2023 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
01/22/2023
3 01/23/2023 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 01/29/2023
4 01/30/2023 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 02/06/2023 02-01
02-02

 

What Hedge Funds Really Do Ch. 2 & 4

 

Project 3
Quarter-Course Survey
02/12/2023
6 02/13/2023 02-03
02-04
Is the stock market rigged?
Machine Learning Ch. 8*
What Hedge Funds Really Do Ch. 5, & 7
Project 4 02/19/2023
7 02/20/2023 02-05
8 02/27/2023 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

03/05/2023

Exam Window: 02/27/2023 – 03/05/2023

9 03/06/2023 The Big Short*
Time Series Data
Vectorize Me PowerPoint
Decision Tree-Based Trading
Project 6
Mid-Course Survey
03/12/2023
10 03/13/2023 02-09
02-10
What Hedge Funds Really Do Ch. 9
11 03/20/2023 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 03/26/2023
12 03/27/2023
13 04/03/2023 Navigation Project Strategies for Q-Learner Trader
Options Trading
Interview with Tammer Kamel (Ed Lessons)
Extra Credit 04/09/2023
14 04/10/2023 Applying Deep Reinforcement Learning to Trading with Dr. Tucker Balch* Project 8 04/16/2023
15 04/17/2023 Keynote on Algorithmic Bias (Drs. Isbell and Littman)*
16 04/24/2023 Exam 2 Exam Window: 04/24/2023 – 04/30/2023
17 05/01/2023 End-of-Course Survey 05/04/2023