This module provides students with the basic machine learning techniques commonly used in finance. Students will learn how to formulate and analyse finance problems from a machine learning perspective. The end-to-end process of investigating data through different machine learning algorithms in financial decision analysis will be discussed.
 

On completion of the programme, students should be able to

1. Identify the fundamental issues of machine learning in terms of data and model selection;
2. Explain the common machine learning approaches in finance;
3. Describe the underlying mathematical models within and across machine learning algorithms and the paradigms of supervised and un-supervised learning;
4. Design and implement different machine learning algorithms in finance.

 

Award

Upon successful completion of the programme, students will be awarded within the HKU system through HKU SPACE a “Certificate for Module (Machine Learning in Finance)”.

 

Assessment Criteria

Assessment will comprise continuous assessment (assignments) and examination. All assessments will be in English.

 

Attendance Requirement

Student are required to achieve at least 70% in attendance to complete the programme.

Application Code	2265-FN114A	Apply Online Now
Apply Online Now

Syllabus

1. Basic Linear Algebra

• Matrices and vectors
• Addition and vector multiplication
• Matrix multiplication properties
• Inverse and transpose

2. Linear Regression

• Model representation
• Hypothesis representation
• Logistic regression
• Decision boundary
• Optimisation

3. Model Selection and Regularisation

• Model selection
• Overfitting
• Regularised linear regression
• Regularised logistic regression

4. Neural Networks

• Non-linear hypotheses
• Neurons and brain
• Model representation

5. Support Vector Machines

• Optimisation and objective
• Large margin
• Kernels
• Using SVM

6. Unsupervised Learning

• K-means algorithm
• Optimisation objective
• Random initialisation
• Number of clusters

7. Dimensionality Reduction

• Principle component analysis
• Reconstruction with compressed representation

Jan 2025 Intake - Tentative timetable (TBA)

Machine Learning in Finance

Session	Lecture Date	Time
1	22 Jan 2025 (Wed)	7:00 pm - 10:00 pm
2	5 Feb 2025 (Wed)	7:00 pm - 10:00 pm
3	12 Feb 2025 (Wed)	7:00 pm - 10:00 pm
4	19 Feb 2025 (Wed)	7:00 pm - 10:00 pm
5	26 Feb 2025 (Wed)	7:00 pm - 10:00 pm
6	5 Mar 2025 (Wed)	7:00 pm - 10:00 pm
7	26 Mar 2025 (Wed)	7:00 pm - 10:00 pm
8	29 Mar 2025 (Sat)	2:00 pm - 5:00 pm
9	2 Apr 2025 (Wed)	7:00 pm - 10:00 pm
10	9 Apr 2025 (Wed)	7:00 pm - 10:00 pm
Exam	TBA

 

Venue: HKU SPACE Po Leung Kuk Stanley Ho Community College (HPSHCC) Campus (at Causeway Bay) or other locations in Hong Kong Island. The above tentative timetable may be subject to change without prior notice.

Application Fee

HK$150 (non-refundable)

Course Fee

• Course Fee : 4,900

Applicants shall have gained in the HKDSE Examination Level 2 in 5 subjects including English Language and Chinese Lauguage or equivalent.

Applicants who do not possess the above academic qualifications but are aged 21 or above with relevant work experience will be considered on individual merit.

• The CEF Institution Code of HKU SPACE is 100

CEF Courses
CERTIFICATE FOR MODULE (MACHINE LEARNING IN FINANCE) 證書（單元：機器學習與金融科技）
COURSE CODE 33C161141	FEES $4,900	ENQUIRY 2867-8312

Continuing Education Fund

More information of application procedures: https://hkuspace.hku.hk/cef/application-procedures

	Continuing Education Fund This course has been included in the list of reimbursable courses under the Continuing Education Fund.
	Certificate for Module (Machine Learning in Finance) This course is recognised under the Qualifications Framework (QF Level [4])

Online Application Apply Now

Application Form Download Application Form

Enrolment Method

1. Please complete APPLICATION FORM and submit them in person at any of the following SPACE enrolment centre. Please refer to the SPACE enrolment centre for opening hours and address.
2. All applications must be accompanied by:

   a) Photostat copies of full educational certificates and transcripts.

   b) Testimonials or other documentary proof of the applicant's working experience.

   c) A separate non-refundable crossed cheque payable to “HKU SPACE” for HK$150 in respect of the application processing fee. Application fee and course fee can be paid by credit cards at HKU SPACE Enrolment Centres.

Note: When submitting your application in person at any of the HKU SPACE enrolment centres, please bring along the originals of your educational certificates / transcripts and documentary proof of working experience for certification at the enrolment centres. Late applications may only be considered at the discretion of the Course Director.

Payment Method

1. Cheque or Bank Draft

   Course fees can also be paid by crossed cheque or bank draft made payable to “HKU SPACE”. Please specify the programme title(s) for application, student's name, and student card no. (if applicable). You may either:

   bring the completed form(s), together with the appropriate course or application fees in the form of a cheque, and any required supporting documents to any of the HKU SPACE enrolment centres. Please refer to the SPACE enrolment centre for opening hours and address.

2. VISA/MasterCard

   Applicants may also pay the course fee by VISA or MasterCard, including “HKU SPACE MasterCard”, at any HKU SPACE enrolment centres. Holders of HKU SPACE MasterCard can enjoy a 10-month interest-free instalment for courses with a tuition fee of HK$2,000 to $40,000. The cardholder must also be the course applicant himself/herself. For enquiries, please contact our staff at any of the enrolment centres.

Notes

1. Fees paid are not refundable except under very exceptional circumstances, subject to the School's discretion.
2. In addition to the published fees, there may be additional costs associated with individual programmes. Please refer to the relevant course brochures or direct any enquiries of the relevant subject area for details.
3. Fees and places on courses cannot be transferred from one applicant to another. Once accepted onto a course, the student may not change to another course without approval from HKU SPACE. A processing fee of $120 will be levied on approved transfers.
4. Receipts will be issued for fees paid but HKU SPACE will not be responsible for any loss of receipt sent by mail.
5. For additional copies of receipts, please send a stamped, self-addressed envelope with a completed form and a crossed cheque for $30 per copy made payable to “HKU SPACE”. Such copies will normally only be issued at the end of a course.
6. Classes are expected to be held at HKU SPACE learning centers. The health and safety of our students is our top priority. If the situation in Hong Kong requires. HKU SPACE reserves the right to move some classes to other locations, including online teaching platforms.