An overview of analytical methods used in finance, and their applications. Analytical tasks will be completed in the Python programming language. Students need no prior experience using Python or writing code in any programming language. Knowledge of Excel will be useful. Particular focus will be paid to methods for handling large data sets used in high-frequency trading, and machine learning and artificial intelligence methods applied to banking, investments, and energy markets.

Summer courses are accelerated—you complete a full 14 week course in 8 weeks. Therefore you will average more than 1 week in this outline every week of this course. Assignments (weeks in the outline) 1 and 2 are due June 8th, and each Sunday thereafter the next 2 Colab notebooks are due. For example, the weeks 3 and 4 Colab notebooks are due June 15th.

It is important that you submit your assignment by the due date, particularly early in the semester. By doing so we can identify any issues early. If you submit your notebook after the due date you will receive a 0 on the assignment.

To submit your notebook simply paste the link to your completed notebook in the D2L/Brightspace dropbox. There are two additional key points:

1. Make sure your Colab notebook sharing setting is set to 'viewable by anyone on the web'. I can't grade your notebook if I can't see it.
2. If you open a notebook and modify it, it doesn't automatically create a new URL. So if you copy the URL and submit it, you are giving me a link to my own notebook with none of your changes. So once you modify a notebook that you want to submit, save the Colab notebook to Google Drive to create a unique URL.

See the weekly Colab Notebook links and videos in the course outline.

Artificial Intelligence (AI) and specifically Large Language Models (LLMs) are increasingly being used to help people write Python code. They are an important tool to use to help you understand code, but you should not use them to answer your exercises. The code you submit for your exercise must be your own. If it is clear AI wrote your code, I will substantially reduce your grade.

When completing the exercises, do not use topics and control flows which we haven't covered. Using convoluted code to perform simple tasks is a sure sign of AI use.

Partial Credit: If I see that AI wrote your exercise code, and any part of it is incorrect you will receive a 0 on the assignment with no ability to resubmit it. I will also not review AI generated code.

Why Should I Learn Any Python When LLMs Can Write it for Me? LLMs can write basic code (like that required for this course), but often gets it wrong when the task complexity becomes moderate. If you know Python you can have the LLM generate code and then fix the errors, thereby still saving time compared with writing all the code yourself. However, if you can't fix the code LLMs become useless to you. Also note, LLMs only repackage code that has been written, but it can't write code that hasn't already been written by someone (which eventually you may need to do).

There are no exams scheduled, however a final exam may be added at the instructor's discretion.

Throughout the semester I will take attendance, may give unannounced quizzes, and otherwise evaluate your participation. Failure to attend class and participate will reduce your participation score.

• 90 - 100 A
• 80 - 89.9 B
• 70 - 79.9 C
• 60 - 69.9 D
• \(<\) 60 F

+/- grades may be assigned at the instructors discretion.

The more information you provide, the more likely I will be able to answer your question. If you simply say "I got an error" then you should not expect anyone to be able to help. At the very least provide the text of the error.

See this post.

Questions about course material should be posted to the most relevant discussion board. Email should only be used for personal matters. When sending an email, be sure to put the course in the subject line (FIN 420).

I will post office hours on request. Usually I will try and find a time that works for the most number of students. However, since this an asynchronous course with no set meeting time, my times for office hours may not match your schedule. In this case we will not meet. Note, also I do not schedule one-on-one meetings—there is not enough time in the week. The bottom line is that you signed up for an asynchronous course, the definition of which is we do not meet. If you think you must meet to complete this course, you should take it in a synchronous modality.

Also, prior to meeting in office hours be sure to review all course materials on the topic, and then first ask questions on the discussion boards. If we can't answer the question on the discussion board then it makes sense to meet in office hours. However, if you show up to office hours and say something like, "I don't get it" I'll simply refer you to the course materials. If you have actually made an effort to understand the material, then you should be able to ask me a clear and pointed question.

Academic Integrity Policy Students Enrolled in this course are required to understand and fully comply with all aspects of the Academic Integrity Policy as described in the SUNY Polytechnic Institute Handbook (available at: https://sunypoly.edu/pdf/student_handbook.pdf )

None of these are necessary, and should not take the place of any assigned work.

• Cryptocurrency Factor Model
• Option Greeks in Margrabe
• The Pairs Trade
• Classify Failed Banks with a Deep Neural Network
• Algorithm Identification in High-Frequency Markets
• Determining the Effect of Bank Capital Adequacy Requirements
• Bank Stress Testing
• Machine Learning in Portfolio Construction
• Constructing an Artificial Intelligence Investment Advisor

The term asynchronous means we do not meet in real time, but rather manage the course through videos and discuss posts. I will offer office hours throughout the semester, and I try to make them at convenient times. However, given your schedule you may not be able to attend these office hours. In this case we will not meet in real time. If you feel you absolutely must meet to complete this course, then you should not take the course in asynchronous format. You should sign up for a synchronous version (either online or in-person). There is also no private meetings—the only meetings are office hours where any student may be in attendance.