[major=AI | course_id=AIE301m | syllabus_id=11703 | semester=8 | combo=AI17_COM3 | title=AI for Trading]
Course ID: AIE301m
Title EN: AI for Trading
Title VI: Ứng dụng TTNT cho giao dịch
Credits: 3.0
Prerequisites: PFP191, AIL303m
Description: Artificial intelligence (AI) has transformed industries around the world. The aim of this unit is to introduce the current and future applications of AI in trading strategy. Students will be guided to discover the structure used in machine learning (ML), deep learning (DL), and reinforcement learning (RL) techniques, the required steps, and the optimized methods in the AI-driven trading field. Students also learn how to build some ML models on Keras and Tensorflow.
Student tasks: '- Students must attend at least 80% of contact slots in order to be accepted to the final examination.
- Student is responsible to do all exercises, assignments and labs given by instructor in class or at home and submit on time
- Use laptop in class only for learning purpose
- Promptly access to the FU FLM at https://flm.fpt.edu.vn/ for up-to-date course information
Tools: No
Course type: coursera_hybrid
Decision: 765/QĐ-ĐHFPT dated 07/29/2024
Approved date: 2024-07-29
CLO1: Understand the fundamentals of trading.
[1] category=Assignment 1; type=on-going; weight=5.0; duration=60'; question_type=CLO1 - 3; grading_guide=algorithms and labs 1-3; completion_criteria=; clos=>0
[2] category=Assignment 2; type=on-going; weight=5.0; duration=60'; question_type=CLO5; grading_guide=algorithms and labs 4-6; completion_criteria=; clos=>0
[3] category=Assignment 3; type=on-going; weight=5.0; duration=60'; question_type=CLO5 - 6; grading_guide=algorithms and labs 7-9; completion_criteria=; clos=>0
[4] category=Assignment 4; type=on-going; weight=5.0; duration=60'; question_type=CLO9; grading_guide=algorithms and labs 10-12; completion_criteria=; clos=>0
[5] category=Progress test 1; type=on-going; weight=10.0; duration=20'-30'; question_type=CLO1, CLO2, CLO3; grading_guide=concepts (Introduction to Trading, Machine Learning & GCP), slides 1.1-1.4; completion_criteria=; clos=>0
[6] category=Progress test 2; type=on-going; weight=10.0; duration=20'-30'; question_type=CLO4, CLO5, CLO6; grading_guide=concepts (Using Machine Learning in Trading and Finance), slides 2.1-2.4; completion_criteria=; clos=>0
[7] category=Progress test 3; type=on-going; weight=10.0; duration=20'-30'; question_type=CLO7, CLO8, CLO9; grading_guide=concepts (Reinforcement Learning for Trading Strategies), slides 3.1-2.3; completion_criteria=; clos=>0
[8] category=Final exam; type=Final exam; weight=50.0; duration=60'; question_type=CLO1 - 9; grading_guide=concepts, algorithms;
all studied slides and labs; completion_criteria=; clos=4
[1] desc=Spec: Machine Learning for Trading Specialization; author=Google Cloud; publisher=Coursera; edition=; isbn=; main=True; online=; note=https://www.coursera.org/specializations/machine-learning-trading
[2] desc=MOOC 1: Introduction to Trading, Machine Learning & GCP; author=Google Cloud; publisher=Coursera; edition=; isbn=; main=True; online=True; note=https://www.coursera.org/learn/introduction-trading-machine-learning-gcp?specialization=machine-learning-trading
[3] desc=MOOC 2: Using Machine Learning in Trading and Finance; author=Google Cloud; publisher=Coursera; edition=; isbn=; main=True; online=True; note=https://www.coursera.org/learn/machine-learning-trading-finance?specialization=machine-learning-trading
[4] desc=MOOC 3: Reinforcement Learning for Trading Strategies; author=Google Cloud; publisher=Coursera; edition=; isbn=; main=True; online=True; note=https://www.coursera.org/learn/trading-strategies-reinforcement-learning?specialization=machine-learning-trading
[5] desc=Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow: Concepts, Tools, and Techniques to Build Intelligent Systems; author=Aurélien Géron; publisher=O'Reilly Media; edition=1st edition; isbn=978-1491962299; main=; online=True; note=http://ds.libol.fpt.edu.vn/
[6] desc=Course AI For Everyone; author=Deeplearning.AI; publisher=Coursera; edition=; isbn=; main=; online=True; note=https://www.coursera.org/learn/ai-for-everyone
Session 1: Course introduction:
- Introduce the materials of the courses and how to asses these materials
- Introduce the assignments and how to pass
- Introduce CMS and the way to log on to submit the assignments http://cms.btec.fpt.edu.vn and class forum with enroll key.
Topic: Offline; Teaching type: CLO1 - 9; LO: IT
ITU: Course Implementation
- Syllabus AIE301m
- Slides, Videos
Materials: mat1
Download: Read Slide and and Seft-Review

Session 2: 1.1 Introduction to Trading with Machine learning on Google Cloud
1.1.1 Machine Learning in Finance and your first model using Google Cloud
Topic: Offline; Teaching type: CLO1; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Materials: mat2
Download: Read Slide and and Seft-Review

Session 3: 1.1.2 Why Google Cloud Platform?
Topic: Offline; Teaching type: CLO1; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 4: 1.1.3 Learn ML interactively with Jupyter Notebooks on Cloud AI Platform
Topic: Offline; Teaching type: CLO1; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review
CLO2: Define quantitative trading and the main types of quantitative trading strategies.
Session 1: 1.1.4 Trading Fundamentals: Quant Theory, Arbitrage, and Back-testing
Topic: Offline; Teaching type: CLO1; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 2: 1.1.4 (Cont.) Trading Fundamentals: Quant Theory, Arbitrage, and Back-testing
Topic: Offline; Teaching type: CLO1; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 3: 1.2 Supervised Learning with BigQuery ML
1.2.1 Introduction to Supervised Learning
Topic: Offline; Teaching type: CLO2; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 4: Lab 1: BigWuery Machine Learning model types: Reading "Staying current with BigQuery ML model types
Topic: Offline; Teaching type: CLO2; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review
CLO3: Basic steps in exchange arbitrage, statistical arbitrage, index arbitrage and the application of machine learning to financial use cases.
Session 1: Lab 2: Building a Regression Model in BigQuery for AAPL Stock Data
Topic: Offline; Teaching type: CLO2; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 2: 1.3 Time Series and ARIMA Modeling
1.3.1 Time Series
Topic: Offline; Teaching type: CLO3; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 3: 1.3.2 Comparing Regression to ARIMA
Topic: Offline; Teaching type: CLO3; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 4: Lab 3: Building an ARIMA Model for a Financial Dataset
Topic: Offline; Teaching type: CLO3; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review
CLO4: Design basic quantitative trading strategies.
Session 1: 1.4 Introduction to Neural networks and Deep learning
1.4.1 Deep Learning
Topic: Offline; Teaching type: CLO3; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 2: 1.4.2 Model Generalization
Topic: Offline; Teaching type: CLO3; LO: T
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP
Download: Read Slide and and Seft-Review

Session 3: Assignment 1: Example BigQuery ML DNN code
Topic: Offline; Teaching type: CLO1 - 3; LO: U
ITU: Assignment 1
Download: Assignment 1

Session 4: Review Assignment 1
Topic: Offline; Teaching type: CLO1 - 3; LO: U
ITU: Assignment 1
Download: Assignment 1
CLO5: Use Keras and Tensorflow to build machine learning models.
Session 1: Progress Test 1
Topic: Offline; Teaching type: CLO1 - 3; LO: U
ITU: Slides, Videos of Introduction to Trading, Machine Learning & GCP, Lab Tutorial
Download: Progress Test 1

Session 2: Review Progress Test 1
Topic: Offline; Teaching type: CLO1 - 3; LO: U
ITU: Progress Test 1
Download: Progress Test 1

Session 3: 2.1 Introduction to Quantitative trading and TensorFlow
2.1.1 Introduction to TensorFlow, Trading, ML
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 4: 2.1.2 Understand Quantitive Trading Strategies
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review
CLO6: Build a pair trading strategy prediction model, a momentum-based trading model, and back test them.
Session 1: 2.1.3 Introduction to TensorFlow
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 2: 2.1.3 (Cont.) Introduction to TensorFlow
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 3: Lab 4: Writing low-level TensorFlow Programs
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 4: Lab 5: Manipulating data with TensorFlow Dataset API
Topic: Offline; Teaching type: CLO4; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review
CLO7: Understand the structure and techniques used in reinforcement learning (RL) strategies.
Session 1: 2.2 Traning neural networks with TensorFlow 2 and Keras
2.2.1 Overview of Neural Networks and Introduction to Keras APIs
Topic: Offline; Teaching type: CLO5; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 2: 2.2.1 (Cont.) Overview of Neural Networks and Introduction to Keras APIs
Topic: Offline; Teaching type: CLO5; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 3: Lab 6: Introducing the Keras Sequential API
Topic: Offline; Teaching type: CLO5; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 4: Assignment 2: The Keras Functional API
Topic: Offline; Teaching type: CLO5; LO: U
ITU: Assignment 2
Download: Assignment 2
CLO8: Understand the benefits of using RL vs. other learning methods.
Session 1: Review Assignment 2
Topic: Offline; Teaching type: CLO5; LO: U
ITU: Assignment 2
Download: Assignment 2

Session 2: 2.3 Build a Momentum-based Trading System
2.3.1 Identfy momentum-based factors
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 3: 2.3.2 Build a trading model that uses momentum factors
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 4: 2.3.2 (Cont.) Build a trading model that uses momentum factors
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review
CLO9: Describe the steps required to develop, test, and optimize an RL trading strategy.
Session 1: Lab 7: Reading "Hurst Exponent and Trading Signals Derived from Market Time Series
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 2: Lab 8: Momentum Strategies
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 3: 2.4 Build a Pair Strategy Prediction Model
2.4.1 Picking Pairs
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 4: 2.4.2 Trading Strategy
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review
Session 1: 2.4.3 Backtesting and Avoiding Overfitting
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 2: 2.4.4 Optimize momentum trading model to minimize costs
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Read Slide and and Seft-Review

Session 3: Lab 9: Estimate parameters using Kalman Filters
Topic: Offline; Teaching type: CLO6; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 4: Assignment 3: Pairs Trading Strategy
Topic: Offline; Teaching type: CLO5 - 6; LO: U
ITU: Assignment 3
Download: Assignment 3
Session 1: Review Assignment 3
Topic: Offline; Teaching type: CLO5 - 6; LO: U
ITU: Assignment 3
Download: Assignment 3

Session 2: Progress Test 2
Topic: Offline; Teaching type: CLO4 - 6; LO: U
ITU: Slides, Videos of Using Machine Learning in Trading and Finance
Download: Progress Test 2

Session 3: Review Progress Test 2
Topic: Offline; Teaching type: CLO4 - 6; LO: U
ITU: Progress Test 2
Download: Progress Test 2

Session 4: 3.1 Introduction to Course and Reinforcement Learning
3.1.1. Introduction to Course
Topic: Offline; Teaching type: CLO7; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review
Session 1: 3.1.2 Working with MDPs
Topic: Offline; Teaching type: CLO7; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 2: 3.1.3 Online Learning
Topic: Offline; Teaching type: CLO7; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 3: Lab 10: Reading "Idiosyncrasies and challenges of data driven learning in electronic trading
Topic: Offline; Teaching type: CLO7; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review

Session 4: Lab 11: Early Reinforcement Learning
Topic: Offline; Teaching type: CLO7; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review
Session 1: 3.2 Neural network based reinforcement learning
3.2.1 Q-Networks
Topic: Offline; Teaching type: CLO8; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 2: 3.2.2 Policy gradients
Topic: Offline; Teaching type: CLO8; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 3: 3.2.3 What is LSTM and How to apply it
Topic: Offline; Teaching type: CLO8; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 4: Lab 12: Policy Gradients and Actor-to-Critic
Topic: Offline; Teaching type: CLO8; LO: T
ITU: Slides, Videos, Lab Tutorial
Download: Read Lab and and Seft-Review
Session 1: 3.3 Portfolio optimization
3.3.1 Investment and Trading portfolio optimization
Topic: Offline; Teaching type: CLO9; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 2: 3.3.2 Auto ML
Topic: Offline; Teaching type: CLO9; LO: T
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Read Slide and and Seft-Review

Session 3: Assignment 4: Reinforcement Learning DQN
Topic: Offline; Teaching type: CLO9; LO: U
ITU: Assignment 4
Download: Assignment 4

Session 4: Review Assignment 4
Topic: Offline; Teaching type: CLO9; LO: U
ITU: Assignment 4
Download: Assignment 4
Session 1: Progress Test 3
Topic: Offline; Teaching type: CLO7 - 9; LO: U
ITU: Slides, Videos of Reinforcement Learning for Trading Strategies
Download: Progress Test 3

Session 2: Review Progress Test 3
Topic: Offline; Teaching type: CLO7 - 9; LO: U
ITU: Progress Test 3
Download: Progress Test 3

Session 3: Summarize All Slides and Labs
Topic: Offline; Teaching type: CLO1 - 9; LO: T
ITU: All Slides, Videos, Labs
Download: Seft-Review

Session 4: Summarize All Assignments and Tests
Topic: Offline; Teaching type: CLO1 - 9; LO: T
ITU: All All Assignments and Tests
Download: Seft-Review