Machine Learning for Algorithmic Trading

Topic 1 Overview of Machine Learning Methodology

• Introduction to Machine Learning
• Machine Learning vs Deep Learning
• Supervised vs Unsupervised Learning
• Machine Learning Implementation Steps
• Target and Features
• Model Training and Prediction
• Metrics to Evaluate Machine Learning Models

Topic 2 Supervised Learning Models and Applications

• The Linear Regression Model
• Logistics Regression Model
• Naïve Bayes Model
• Decision Tree Model
• Random Forest Model
• XGBoost Model
• Neural Network Model

Topic 3 Unsupervised Learning Models and Applications

• K-Means Clustering Model
• Hierarchical Clustering Model
• Principal Component Analysis

Prerequisite

The learner must meet the minimum requirement below :

• Read, write, speak and understand English

Software Requirement

This course will use Google Colab for training. Please ensure you have a Google account.

HRDF Funding

Please refer to this video https://youtu.be/Kzpd-V1F9Xs

1-     HRD Corp Grant Helper

How to submit grant applications for HRD Corp Claimable Courses

2-     Employers are required to apply for the grant at least one week before training commences.

Employers must submit their applications with supporting documents, including invoices/quotations, trainer profiles, training schedule and course content.

3-     First, Login to Employer’s e-TRIS account -https://etris.hrdcorp.gov.my

Second, Click Application

4-     Click Grant on the left side under Applications

5-     Click Apply Grant on the left side under Applications

6-     Click Apply

7-     Choose a Scheme Code and select HRD Corp Claimable Courses: Skim Bantuan Latihan Khas. Then, click Apply

8-     Scheme Code represents all types of training that suit the requirements provided by HRD Corp. Below are the list of schemes offered by HRD Corp:

9-     Select your Immediate Officer and click Next

10-  Select a Training Provider, then click Next

11-  Please select a training programme from the list, then key in all the required details and click Next

Select your desired training programme.

Give an explanation on why the participant is required to attend the training. E.g., related to their tasks/ career development, etc.

Explain the background and objective of this training.

Select a relevant focus area. For Employer-Specific Courses, select ‘Not Applicable’.

12-  If the training programme is a micro-credential programme, you are required to complete these 3 fields. Save and click Next

Insert MiCAS Application number

13-  Based on the nine (9) pillars listed below, HRD Corp Focus Area Courses are closely tied to support government initiatives towards nation building. As such, courses offered through the HRD Corp Focus Areas are designed to provide the workforce with skills required for current and future demands. Details of the focus areas are as follows:

14-  Please select a Course Title and Type of Training

15-  Select the correct type of training according to the actual type of training, or as mentioned in the training brochure:

16-  Please key in the Training Location and click Next

17-  Please select the Level of Certification and click Next

18-  Please follow the instructions and key in trainee details

19-  Click Add Batch, then click Save

20-  Click Add Trainee Details

21-  Please key in all the required details, then click Add

22-  Click Add if there are more participants. Once done, click Save

23-  Click Next

24-  Please key in the course fees and allowance details, then click Save

25-  Estimated cost includes the course fees/external trainer fees, allowances, and consumable training materials. Please comply with the HRD Corp Allowable Cost Matrix.

26-  Select Upfront Payment to Training Provider and key in the percentage from 0% to 30%. Then, click Save and Next

27-  Complete the declaration form and select a desired officer

28-  Add all the required documents, then click Add Attachment. Then, click Save and Submit Application

29-  Once the New Grant Application is successfully submitted, the Grant Officer will evaluate the application accordingly. The application may be queried if additional information is required.

The application status will be updated via the employer’s dashboard, email, and the e-TRiS inbox.

• Traders
• Algorithmic Traders

Ghazaleh Babanejad: Ghazaleh Babanejad has received her Ph.D from University Putra Malaysia in Faculty of Computer ‎Science and Information Technology. She is working on recommender systems in the ‎ the field of skyline queries over Dynamic and Incomplete databases for her Ph.D. thesis. She is also working ‎on Data Science field as a trainer and Data Scientist. She worked on Machine Learning and Process ‎ Mining projects. She also has several international certificates in Practical Machine Learning (John ‎ Hopkins University) Mining Massive Datasets (Stanford University), Process Mining (Eindhoven ‎ University), Hadoop (University of San Diego), MongoDB for DBAs (MongoDB Inc) and some other ‎ certificates. She has more than 5 years of experience as a lecturer and database administrator.

Ghoncheh Babanejad: Ghoncheh Babanejad is a PhD student at Faculty of Computer Science & Information Technology at Universiti Putra Malaysia. She is working on recommender systems in the field of Skyline evaluation for a group of mobile users for her Ph.D. thesis. She is also working on PHP, HTML, Adobe Photoshop, Cpanel, Rational Rose, MS Visio, Microsoft Project, MySQL, Dream Weaver, Word Press. She received several certificates in Web Site Preliminary Design(Jihad Daneshgahi), Client-Side Web Programming(Jihad Daneshgahi) and MongoDB for DBAs (MongoDB Inc). She has more than 5 years experience in IT Department And Project Control Department of ACP (Amin Chemical Processes) company

Dr. Nouar AlDahoul: Dr. Nouar AlDahoul is an AI researcher and developer with a PHD degree from IIUM Malaysia. She has +7 years of hands-on experience in machine learning including deep and reinforcement learning. She has been working as a researcher in many research centers such as UM, IIUM, MMU universities. She has published many papers in different journals and conferences. She has conducted more than 30 classes in Tertiary Malaysia Courses. Her research interests are: Deep learning, Reinforcement learning, computer vision, NLP, Data visualization and analysis, and IOT.