| Date |
Summary |
| 2020.1.13 |
- 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
- String and dates
- Rational operators (<, ==, >) and logical values
- Market data
|
| 2020.1.14 |
- Data, data type, and vectorization (cont'd)
- 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
- Jump statements (break, continue)
- Nested loops
|
| 2020.1.15 |
- Flow controls (cont'd)
- Two common algorithms: sorting and random permutation
- Performance analysis
- Open data bases
- Plotting
- 2D charts: line, bar, dual y-axis chart, histogram, stackedplot (feat. table), candle plot (feat. timetable), fplot, error bar, pie, word cloud, subplot, quiver, contour, worldmap & geoshow (see tw_map.pdf)
- 3D charts: mesh, surface, 3d line
- Cool example 1: GPS-TEC 的資料取得、轉換，並繪製變化圖, 2018
- Cool example 2: Visualization, 2019
- Application: k-means clustering (code: kmeans_demo.m, kmeans_demo2.m)
|
| 2020.1.16 |
- 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
|
| 2020.1.17 (2h0m) |
|
| 2020.1.20 |
- Special issue: file operations & other I/O
- Spreadsheets: excel, csv
- File operations
- Mat file
- Example: data pooling
- Matrix computation
- Vectors and matrices
- Inner product: projection
- Linear transform: basic concepts of linear algebra (vector space, linear independece, span, basis, dimension)
- Solving a system of linear equations: inverse matrix
- Example: 2D Laplace PDE boundary value problem by finite difference method (code: fdm_example.m; see partial differential equation toolbox, which uses finite element method; check out these slides)
|
| 2020.1.21 |
- Live script
- Matrix computation
- Optimization
|
| 2020.1.22 |
- 問卷調查
- Statistics
- Basic concepts: uniform 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)
- Point estimation & confidence interval
- Hypothesis testing & Type I/II error:
- z-test (ztest)
- t-test (ttest)
- Chi-square goodness-of-fit test (chi2gof)
- F-test (vartest2)
- Type III error: Wiki
- Normality test
- Kolmogorov–Smirnov test (kstest)
- Jarque–Bera test (jbtest)
- Analysis of variance (ANOVA)
- Wiki
- One-way ANOVA (anova1)
- Two-way ANOVA (anova2)
- 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
- Time-series linear regression model
- Cointegration of financial time series: pdf with jcitest
- Monte Carlo simulation
- References
Special issue: Simulink tutorial (try Simulink examples)
Special issue: computational mathematics by symbolic math toolbox
Special issue: blurring and edge detection by using fast-Fourier transform (FFT) (code: highLowPassFilter_demo.m; see discrete Fourier transform, illustration for Fourier transform; also watch illustration)
Special issue: parallel computing by Heikki Apiola and Juha Kuortti
Special issue: machine learning (read machine learning and big data investing white paper and mastering machine learning: a step-by-step guide with MATLAB)
Special issue: deep learning toolbox (deep_learning_demo.m)
(FYI) Courses of machine learning: Hsuan-Tien Lin and 李宏毅
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