{"id":397,"date":"2020-05-11T11:51:21","date_gmt":"2020-05-11T11:51:21","guid":{"rendered":"http:\/\/lucylabs.gatech.edu\/ml4t\/?page_id=397"},"modified":"2020-08-14T04:00:14","modified_gmt":"2020-08-14T04:00:14","slug":"exam-2-study-guide","status":"publish","type":"page","link":"https:\/\/lucylabs.gatech.edu\/ml4t\/summer2020\/exam-2-study-guide\/","title":{"rendered":"Exam 2 Study Guide"},"content":{"rendered":"\n[et_pb_section fb_built=”1″ _builder_version=”4.4.6″][et_pb_row _builder_version=”4.4.6″][et_pb_column type=”4_4″ _builder_version=”4.4.6″][et_pb_text _builder_version=”4.4.6″ header_font=”|||on|||||”]

Exam 2 Study Guide – Legacy<\/span><\/h1>[\/et_pb_text][\/et_pb_column][\/et_pb_row][et_pb_row _builder_version=”4.4.6″][et_pb_column type=”4_4″ _builder_version=”4.4.6″][et_pb_text _builder_version=”4.4.6″]

Exam 2 will cover all material on the schedule since Exam 1. The exam is closed book, closed notes. No calculator is allowed. The topics and readings are as follows:<\/p>\n

Topics<\/span><\/h2>\n
    \n
  • MC2 Lesson 6, Technical analysis<\/li>\n
  • MC2 Lesson 7, Dealing with data<\/li>\n
  • MC2 Lesson 8, The Efficient Markets Hypothesis<\/li>\n
  • MC2 Lesson 9, The fundamental law<\/li>\n
  • MC2 Lesson 10, Portfolio optimization and the efficient frontier<\/li>\n
  • MC3 Lesson 5, Reinforcement Learning<\/li>\n
  • MC3 Lesson 6, Q-Learning (Part 1)<\/li>\n
  • MC3 Lesson 7, Q-Learning (Part 2) & Dyna<\/li>\n
  • Options<\/li>\n
  • Movie: The Big Short<\/li>\n
  • ML methods for time series data<\/li>\n
  • Technical trading<\/li>\n<\/ul>\n

    Readings<\/span><\/h2>\n
      \n
    • “What Hedge Funds really do”, Chapter 12: Overcoming data quirks to design trading strategies<\/li>\n
    • “What Hedge Funds really do”, Chapter 8: The Efficient Market Hypothesis(EMH) – its three versions<\/li>\n
    • “What Hedge Funds really do”, Chapter 9: The fundamental law of active portfolio management<\/li>\n
    • “Machine Learning”, Chapter 13, Reinforcement Learning<\/li>\n<\/ul>\n

      Legacy<\/span><\/h2>\n
        \n
      • Comparison of different regression learner performance characteristics: Trees, forests, KNN, linreg<\/li>\n
      • Comparison of learner types: Regression, Classification, RL<\/li>\n
      • Overfitting: Definition, how to identify, what might prevent it, what might cause it?<\/li>\n
      • Bootstrap aggregating.<\/li>\n
      • Boosting.<\/li>\n
      • Decision trees. Random versus information based construction. Advantages of one over the other.<\/li>\n
      • Reinforcement learning: How is it defined? Questions about State, Action, Transitions, Reward<\/li>\n
      • Q-Learning. The update equation, definition of Q<\/li>\n
      • Dyna-Q<\/li>\n
      • Things you should know because you did the projects. In sample versus out of sample. Istanbul problem, why did shuffling help?<\/li>\n
      • Options<\/li>\n<\/ul>\n

        Readings:<\/p>\n

          \n
        • “Machine Learning”, Chapter 1, Introduction<\/li>\n
        • “Machine Learning”, Chapter 8, Instance-based Learning<\/li>\n
        • “Machine Learning”, Chapter 3, Decision Tree Learning<\/li>\n
        • “Machine Learning”, Chapter 3, Decision Tree Learning<\/li>\n
        • Paper: “Perfect Random Tree Ensembles” by Adele Cutler<\/li>\n
        • “Machine Learning”, Chapter 13, Reinforcement Learning<\/li>\n<\/ul>[\/et_pb_text][\/et_pb_column][\/et_pb_row][\/et_pb_section]\n","protected":false},"excerpt":{"rendered":"

          Exam 2 Study Guide – LegacyExam 2 will cover all material on the schedule since Exam 1. The exam is closed book, closed notes. No calculator is allowed. The topics and readings are as follows: Topics MC2 Lesson 6, Technical analysis MC2 Lesson 7, Dealing with data MC2 Lesson 8, The Efficient Markets Hypothesis MC2 […]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":272,"menu_order":13,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","footnotes":""},"class_list":["post-397","page","type-page","status-publish","hentry"],"jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/pages\/397","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/comments?post=397"}],"version-history":[{"count":5,"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/pages\/397\/revisions"}],"predecessor-version":[{"id":653,"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/pages\/397\/revisions\/653"}],"up":[{"embeddable":true,"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/pages\/272"}],"wp:attachment":[{"href":"https:\/\/lucylabs.gatech.edu\/ml4t\/wp-json\/wp\/v2\/media?parent=397"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}