Quantitative Trading(III)
·近年来，随着多模态大数据、可信人工智能及其他高新科技的快速发展，量化交易在全球资产配置中的应用及其作用更加凸显。
·本课程的主要目的是让研究生能够从数学和统计学基础、金融市场微观结构、算法及其优化等角度深入理解量化交易的基本理论及其应用。从理论和技术层面学习和掌握量化交易的数理模型、核心算法、优化技术以及交易策略等，并着力培养研究生对量化交易的建模能力和实践技能。
·课程核心内容包括以多模态大数据（含另类数据）为基础，探究基于深度学习、强化学习、自然语言处理等技术的量化交易建模理论与方法，构建基于股票、债券、商品、期权等市场的量化选股、择时、套利及其组合策略，同时追踪高新科技与量化交易前沿理论与技术，对量化交易的工具、范式和策略进行重构与优化。
·课程适用于有较高数理水平与编程能力的硕士和博士研究生。
·本课程的主要目的是让研究生能够从数学和统计学基础、金融市场微观结构、算法及其优化等角度深入理解量化交易的基本理论及其应用。从理论和技术层面学习和掌握量化交易的数理模型、核心算法、优化技术以及交易策略等，并着力培养研究生对量化交易的建模能力和实践技能。
·课程核心内容包括以多模态大数据（含另类数据）为基础，探究基于深度学习、强化学习、自然语言处理等技术的量化交易建模理论与方法，构建基于股票、债券、商品、期权等市场的量化选股、择时、套利及其组合策略，同时追踪高新科技与量化交易前沿理论与技术，对量化交易的工具、范式和策略进行重构与优化。
·课程适用于有较高数理水平与编程能力的硕士和博士研究生。
Lecturer
Qing Fu Liu
Date
8th March ~ 12th July, 2024
Location
| Weekday | Time | Venue | Online | ID | Password |
|---|---|---|---|---|---|
| Friday | 09:50 - 12:15 | A3-3-201 | ZOOM 04 | 482 240 1589 | BIMSA |
Prerequisite
投资学、金融数学、深度学习
Audience
Graduate
Video Public
No
Notes Public
No
Language
Chinese
Lecturer Intro
Qingfu Liu, the professor and doctoral supervisor at School of Economics, Fudan University, was awarded as Shanghai Pujiang Scholar. Prof. Liu obtained a doctorate in management science and engineering from Southeast University, was a postdoctoral fellow at Fudan University, and also a visiting scholar at Stanford University. Prof. Liu is now the executive dean of Fudan-Stanford Institute for China Financial Technology and Risk Analytics, the academic vice dean of Fudan-Zhongzhi Institute for Big Data Finance and Investment, and the vice dean of Shanghai Big Data Joint Innovation Lab. Prof. Liu's research interests mainly include financial derivatives, big data finance, quantitative investment, RegTech, green finance and non-performing asset disposal. He has published more than 80 papers in the Journal of economics, Journal of International Money and Finance, Journal of Management Sciences in China and other important journals at home and abroad, published three monographs, and presided over more than 20 national and provincial research projects. He is currently an associate editor at Digital Finance and an editor at World Economic Papers.