Mathematical and Computational Methods for Artificial Intelligence and Quantitative Finance  人工智能和計量金融的數學和計算方法

1 Announcements 課程通告

April 28: We will notify you via email with the link and password for the lecture note site. 我們將通過電子郵件通知您講義網站的鏈接和密碼。

2 Objectives 課程目標

  • To provide gifted students with accelerated learning in mathematical and computational techniques for AI and Quantitative Finance in a systematic and structured manner, with steps and procedures, thereby equipping them with the essential skills for further study and exploration in these areas, as well as the next wave of the industrial revolution.
  • To consolidate a coherent framework using mathematics and computation for solving unfamiliar and difficult problems in AI and Quantitative Finance through hands-on exercises and research projects under the mentorship of academics and professionals.
  • To nurture positive values and attitudes among students – teaching them to be persistent yet self-effacing, and to share and collaborate with others, role swap, etc., through group discussions, group projects, and presentations.

  • 以系統化和結構化的方式,提供資優學生加速學習人工智能和計量金融的數學與運算技術,並通過步驟和流程裝備他們在這些領域進一步學習和探索的必要技能,為下一波工業革命做好準備;
  • 通過實踐練習和在學者/專業人士指導下的研究項目,使用數學和運算技術解決人工智能和計量金融中陌生和具挑戰性問題;及
  • 培養學生積極的價值觀和態度—教導他們堅持不懈但不自誇,並通過小組討論、小組項目和演示,學會與他人分享和合作、角色互換等。

3 Programme outline 課程大綱

This programme aims to equip students with essential mathematical and computational methods for AI and Quantitative Finance, provide them with hands-on experience in working on group research projects in AI and Quantitative Finance, and prepare them for future studies and careers in AI and Quantitative Finance. At the same time, it aims to enhance their interest and appreciation of practical applications within relevant disciplines of Mathematics and Science.

The programme consists of 3 phases.

Phase 1 (2.5 months)

  • 8 face-to-face lessons (32 hours in total)
  • Each lesson is 4 hours long, consisting of a 2-hour lecture and a 2-hour tutorial/lab session
  • Lessons 1 – 4: Linear Algebra
  • Lessons 5 – 8: Probability and Statistics

Phase 2 (1.5 months)

  • 10 face-to-face lessons (40 hours in total)
  • Each lesson is 4 hours long, consisting of a 2-hour lecture and a 2-hour tutorial/lab session
  • More advanced techniques in AI and Quantitative Finance will be taught
  • Mini projects related to AI and Quantitative Finance will be carried out

Phase 3 (3 months)

  • 9 face-to-face meetings on guided research projects (27 hours in total)
  • Advanced research topics related to AI and Quantitative Finance will be provided according to students’ preferences. An academic/industrial expert with relevant experience and expertise will be assigned as a mentor to each group.
  • A research report will be submitted by the end of the programme. A showcase event will be organised for students to present their work.

本課程旨在為學生提供人工智能和計量金融所需的基本數學和運算方法,讓他們獲得在人工智能和計量金融領域進行小組研究項目的實踐經驗,並為未來在人工智能和計量金融的學習及職業生涯做好準備。同時,增強他們對數學和科學相關學科中實際應用的興趣和欣賞。

本課程共設有三個階段。

第一階段(2.5個月)

  • 8節面授課堂(共32小時)
  • 每節課堂共4小時,包括2小時授課及2小時導修/實驗課節
  • 課堂一至課堂四:線性代數
  • 課堂五至課堂八:概率及統計學

第二階段(1.5個月)

  • 10節面授課堂(共40小時)
  • 每節課堂共4小時,包括2小時授課及2小時導修課/實驗課節
  • 教授人工智能及計量金融更高階的技術
  • 學生將進行與人工智能及計量金融相關的小型研究項目

第三階段(3個月)

  • 9次面對面的指導研究項目會議(共27小時)
  • 將根據學生的偏好提供與人工智能和計量金融相關的進階研究題目。每組將指派一位具有相關經驗和專業知識的學者/產業專家作為導師。
  • 在課程結束時,將提交一份研究報告,並將舉辦一個成果展示活動,讓學生展示他們的作品。

4 Enquiry 查詢

Contact person: Dr Jeff Chak Fu WONG

Department of Mathematics

The Chinese University of Hong Kong

Email:

or

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