| Date |
Summary |
| 2019.12.11 |
- Syllabus: grading policy, algorithm, working environment
- Data, data type, and vectorization
- Variables and data types (integers, floats, strings)
- Numerical errors: finite precision
- Assignment operator (=) with a simplified memory model
- Arithmetic operators (+, −, *, /)
- Arrays (aka vectors and matrices)
- Vectorization: element-by-element operations
- Cells
- Market data: twse_all.xlsx (1971/01/05 ~ 2019/12/18)
- A special data type: datetime
|
| 2019.12.14 |
- Data, data type, and vectorization (cont'd)
- Rational operators (<, ==, >) and logical values
- Logical operators (~, &, |) and quantifiers (all, any)
- Flow controls
- Selections (&&, ||, if-elseif-else, switch-case-otherwise)
- Loops (for, while) (also try this game)
- Numerical examples: Monte Carlo simulation, bisection method for root-finding
|
| 2019.12.18 |
- Flow controls (cont'd)
- Jump statements (break, continue)
- Nested loops
- Two common algorithms: sorting and random permutation
- Performance analysis
- Plotting
- 2D charts: line, bar, dual y-axis chart, histogram
- Market data
|
| 2019.12.21 |
- Plotting (cont'd)
- 2D charts: stackedplot (feat. table), candle plot (feat. timetable), fplot, error bar, pie, word cloud, subplot, quiver, contour
- 3D charts: mesh, surface, 3d line
- Supplementary materials
|
| 2019.12.25 |
- Functions
- User-defined functions
- Call stack and variable scope
- Debugger
- Primary function with helper functions
- Function handle and anonymous function
- Error and error handling (try-catch)
- Special issue: text processing
- Special issue: file operations & other I/O
- Spreadsheets: excel, csv
- Mat file
- File operations
- Open data bases
|
| 2019.12.28 |
|
| 2020.1.4 |
- Matrix computation (cont'd)
- Polynomials in vector form
- Root-finding example: internal rate of return (IRR)
- Eigenvalue problem
- Singular value decomposition (SVD)
- Example: image compression by Principal Component Analysis (PCA) (code: svd_example.m)
- Special issue: optimization
|
| 2020.1.8 |
- Livescript: What Is a Live Script or Function? with how to write a document in markdown?
- Data set: 11 assets including foreign exchanges and stock indices (assets_11.mat)
- Statistics
- Basic concepts: population, sampling, distribution, random variable, statistic, estimator
- Descriptive statistics: mean, median, mode, var, std, movmean, movstd
- Probability distributions (cdf/pdf): uniform, normal (normcdf, normpdf), chi-square (chi2cdf, chi2pdf)
- Hypothesis testing & Type I/II error: z-test (zscore), t-test (ttest), F-test (vartest2)
- Normality test: Kolmogorov–Smirnov test (kstest), Jarque–Bera test (jbtest)
- Analysis of variance (ANOVA)
- Point estimation & confidence interval
- Correlation (cov, corr, corrcoef): Bivariate_Histogram_Plot.zip, Heatmap_Chart.zip
- Multiple linear regression (regress, fitlm)
- Time series analysis: ARMA/ARIMA, GARCH, VAR in VEC form, cointegration
- Monte Carlo simulation
- References
|
| 2020.1.11 |
Taiwan presidential election day: no class.
|
| 2020.1.15 |
|
| 2020.1.18 |
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