Embedded Files
2023 NCTS
Period: 2023/10/1~2024/6/30
Period: 2023/10/1~2024/6/30
- 2023 Topics & Presentations -
- 2023 Topics & Presentations -
Stage 1: Basic Training
Stage 1: Basic Training
Stage 2: Paper Reading and Research
Member: 徐睿安 (NTU)
Stage 2: Paper Reading and Research
Member: 徐睿安 (NTU)
Stage 1 Presentation Stage 1 Introduction Video
Stage 2 Presentation Stage 2 Introduction Video
Stage 1: Literature and Existence
Stage 1: Literature and Existence
Stage 2: Classification and Generalization
Member: 陳建佑 (NCHU)
Stage 2: Classification and Generalization
Member: 陳建佑 (NCHU)
Stage 1 Presentation Stage 1 Introduction Video
Stage 2 Presentation Stage 2 Introduction Video
Stage 1: Study background knowledge
Stage 1: Study background knowledge
Stage 2: Set up the pricing models
Stage 2: Set up the pricing models
Stage 3: Application to the stock and option pricing
Stage 3: Application to the stock and option pricing
Members：丁柔萱 (NCCU)、饒湘茂 (NCCU)
Members：丁柔萱 (NCCU)、饒湘茂 (NCCU)
Stage 1 Topic:
Stage 1 Topic:
• Investigate hedging problems and portfolio optimization within the rigorous financial mathematics framework [FS16, Part II]
• Investigate hedging problems and portfolio optimization within the rigorous financial mathematics framework [FS16, Part II]
• Comprehend the models and frameworks of deep portfolio optimization and deep hedging with transaction costs [BGTW18]
• Comprehend the models and frameworks of deep portfolio optimization and deep hedging with transaction costs [BGTW18]
• Implement hedging and deep portfolio optimization algorithms using PyTorch
• Implement hedging and deep portfolio optimization algorithms using PyTorch
Stage 2 Topic:
Stage 2 Topic:
• Grasp the definition and properties of signatures [LLN13, GLKF13, CK16]
• Grasp the definition and properties of signatures [LLN13, GLKF13, CK16]
• Study signature-based GAN models [Mur23, Part IV] [BHL+20, NSS+21, NSW+20]
• Study signature-based GAN models [Mur23, Part IV] [BHL+20, NSS+21, NSW+20]
• Implement SigWGAN & SigCWGAN
• Implement SigWGAN & SigCWGAN
Stage 3 Topic:
Stage 3 Topic:
• Delve into the theories and algorithms of dynamic programming and reinforcement learning [Ber17, Ber19]
• Delve into the theories and algorithms of dynamic programming and reinforcement learning [Ber17, Ber19]
• Comprehend the model of deep Bellman hedging [MWB+22, BMW22]
• Comprehend the model of deep Bellman hedging [MWB+22, BMW22]
• Implement deep Bellman hedging using PyTorch and reinforcement learning algorithms
• Implement deep Bellman hedging using PyTorch and reinforcement learning algorithms
Member：徐樂融 (NTU)、黃得晉 (NTHU)、楊晨鍾 (NTHU)
Member：徐樂融 (NTU)、黃得晉 (NTHU)、楊晨鍾 (NTHU)
Stage 1 Presentation Stage 1 Introduction Video
Stage 2 Presentation Stage 2 Introduction Video-1 Stage 2 Introduction Video-2
Stage 1: 回顧經典的李代數結構理論
Stage 1: 回顧經典的李代數結構理論
Stage 2: 著重在李代數的表現理論
Stage 2: 著重在李代數的表現理論
Stage 3: 著重在Bernstein-Gelfand-Gelfand category O 的相關理論,特別是irreducible character problem
Stage 3: 著重在Bernstein-Gelfand-Gelfand category O 的相關理論,特別是irreducible character problem
Member： 鐘禮讌 (NCU)
Member： 鐘禮讌 (NCU)
Stage 1 Presentation Stage 1 Introduction Video (TBC)
Stage 2 Presentation Stage 2 Introduction Video
Stage 1: STEM人才培育，重視大氣海洋流體力學基礎知識學習探討，數學偏微分方程式學習,數學建模與科學計算結合。
Stage 1: STEM人才培育，重視大氣海洋流體力學基礎知識學習探討，數學偏微分方程式學習,數學建模與科學計算結合。
Stage 2: 非線性橢圓微分方程式迭代求解。
Stage 2: 非線性橢圓微分方程式迭代求解。
Stage 3: 研究人工智慧盤古氣象模式，還有NVIDIA的FourCast Net模式探討人工智慧改善氣象預報。
Stage 3: 研究人工智慧盤古氣象模式，還有NVIDIA的FourCast Net模式探討人工智慧改善氣象預報。
Members：陳芊涵 (NTU)
Members：陳芊涵 (NTU)
Stage 1: 文獻探討-學生將被要求閱讀與報告一些經典或是最新的群聚文章。
Stage 1: 文獻探討-學生將被要求閱讀與報告一些經典或是最新的群聚文章。
Stage 2: 模型模擬-學生將被要求撰寫一些文獻、計畫主體或自行設計群聚模型的數值模擬 (以 Python 或 Matlab 完成)。
Stage 2: 模型模擬-學生將被要求撰寫一些文獻、計畫主體或自行設計群聚模型的數值模擬 (以 Python 或 Matlab 完成)。
Stage 3: 理論分析-師生共同討論計畫主題的理論分析。
Stage 3: 理論分析-師生共同討論計畫主題的理論分析。
Members： 蘇榆庭 (NUK)、陳冠博 (NUK)、 林欣妤 (NUK)
Members： 蘇榆庭 (NUK)、陳冠博 (NUK)、 林欣妤 (NUK)
Stage 1: no-geometry stage
Stage 1: no-geometry stage
Stage 2: Floer homology
Stage 2: Floer homology
Stage 3: further studying
Stage 3: further studying
Member: 劉筱玟(NTHU)
Member: 劉筱玟(NTHU)
Page updated
Report abuse