科目名稱 Course Title: (中文)人工智慧與金融科技資訊能力 (英文)ARTIFICIAL INTELLIGENCE AND FINANCIAL TECHNOLOGY
開課學期 Semester:110學年度第2學期 開課班級 Class:經三A
授課教師 Instructor:林維垣 LIN, WEI-YUAN
科目代碼 Course Code:BEC36401
單全學期 Semester/Year:單
分組組別 Section:資訊能力
人數限制 Class Size:70
必選修別 Required/Elective:選
學分數 Credit(s):3
星期節次 Day/Session: 五34E
前次異動時間 Time Last Edited:111年01月17日15時20分
教學目標
凡是研究現代經濟學的同學們除了需具備有關經濟學的理論基礎外,利用電腦工具以數學、統計學與人工智慧方法分析網路金融巨量資料,將是未來的主流趨勢。 因此本課程將配合網路科技的發展趨勢,強化金融科技的應用需求,使同學們都能學以致用。我們將循序漸進地介紹當前各種流行的電腦語言( R 、Python) 程式設計並與網路相互結合。並將介紹傳統的人工智慧與新的生物演算法,如人工神經網路(深度學習、強化式學習)、遺傳演算法、支援向量機、以及我們所發展的果蠅演算法(FOA)與領導者與追隨者(LFOA)演算法等,這將大大增強傳統計量方法的效率,使學生們都能夠學習到一些電腦編程知識和軟件應用,瞭解如何利用人工智慧的方法來解決各種複雜的經濟與金融問題。
On this semester, we continue our lectures on intermediate Macroeconomics based on the textbook “Macroeconomics” by S. D. Williamson (6th Edition). We continue with the theory of Economic Growth and we discuss the issue of income disparities between countries, daveloping a model of human capital accumulation (Endogenous Growth theory). We then move on to a two-period model of the economy and discuss the consumption-saving decision of economic agents while also including credit markets and adding economic imperfections like asymmetric information. We conclude with a real intertemporal (dynamic) model for investment which basically adds up everything we have learnt so far about consumers and firms’ maximization behavior and allows us to study the effect of shocks (in total factor productivity, govt spending etc.) on GDP, investment, consumption and the real interest rate. If time permits, we will discuss money and monetary policy in our modeling framework as well as Business cycle theory (chapters 12, 13). The students need to have reviewed what we studied in the last semester, especially chapter 4 and 5. Familiarity with basic mathematical economics, like calculus and maximization problems is welcome.