HKU ELEC7082 Artificial Intelligence in Finance, 2023-24
University of Hong Kong

Module Supervisor: Dr Yik-Chung WU (HKU email: ycwu at hku.hk)
Lecturer: Professor Edward TSANG (HKU email: epktsang at hku.hk)
Teaching Assistant: Jason Gan (HKU email: jasongan at connect.hku.hk )
Teaching Assistant: Anlin Zheng (HKU email: u3008478 at connect.hku.hk)
Moodle: AI in Finance Subclass A [ELEC7082_2A_2023] / Subclass B [ELEC7082_2B_2023] (login required)

Module Description:

• The aim is to introduce finance to engineering students.
  • Students will be introduced research that shapes the frontier of the finance industry.
• By the end of this module, students should:
  • Know what computational finance is;
  • Be able to realize business potentials that arise from advances in computing (the business perspective);
  • Understand where in finance computational methods could be applied (the technology perspective);
  • Understand computation methods used in finance;
  • Understand the synergy between computation and finance.

Prerequisite:

No prior knowledge in finance or computer science is assumed. However, the more knowledge one has in these topics, the deeper one should be able to understand the material.

For the project, students may use any programming languages/software packages supported by the University.

Lectures:

The scheduled lectures will be held online (through Moodle). Students are encouraged to communicate with the lecturer through Moodle or email.

Method of Assessment:

The module is assessed by three open-book multiple-choice tests and one project. There will be no exams.

Test 1: This multiple-choice test accounts for 20% of the full mark. It is scheduled on 2024.02.22(Class A)/23(Class B) 20:45-21:15.

Test 2: This multiple-choice test accounts for 20% of the full mark. It is scheduled on 2024.03.21(Class A)/22(Class B) 20:45-21:15. It covers materials from Lecture 1 to right before the Quiz.

Test 3: This multiple-choice test accounts for 30% of the full mark. It is scheduled on 2024.05.02(Class A)/03(Class B) 20:30-21:15. It covers materials from Lecture 1 to right before the Quiz.

Project: This project accounts for 30% of the module. It is due on Sunday 2024.05.05 12:00 (noon) for both classes. You will be asked to use the material that you have learned from this module to analyse financial data. Deep analysis tend to require programming (you may use any programming language supported by the University) though some students in the past scored good marks by using packages, such as MS Excel, alone.

Important Note on the Tests: The tests will be conducted online through Moodle. These are open book tests. You may consult your notes, but you are not allowed to communicate with anyone during the test. To prevent plagiarism, you must join the test on Zoom.

• You must switch on your camera and point it to your face clearly throughout the test.
• Your Zoom account must show your registration name.

Teaching material:

• No single book or paper covers the material in this module. The book "AI for Finance" provides an overview of some of the material covered in this module. Technical details are explained in the lectures.
• Lecture slides and recordings will be provided through HKU Moodle.
• A reading list can be found in the web page:
  http://www.bracil.net/Teaching/AIF/
  This is a long reading list. You are not expected to read them all. The best way to study is to attend the lectures and read the material as needed. Attending the lecture is 100 times faster than studying the material.