| 第一場講題： Financial Prediction |
- RPCL competitive learning based piecewise linear prediction
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- Extended radial basis functions, adaptive EM algorithm and its application to financial prediction
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- Mixture of expert model and Adaptive EM algorithm for its ML learning
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- Prediction by mixture of expert model
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- ARCH and GRACH models for prediction
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- Finite mixture of ARCH and GRACH models
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| 第二場講題： Portfolio Management |
- Standard Markowian Portfolio Optimization
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- Sharpe's ratio and Adaptive Portfolio Management
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- New Sharpe-Ratio-Related Methods for Portfolio Selection
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- Traditional risk vs. Downside risk
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- Improved Portfolio Sharpe Ratio Maximization with Diversification
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- Adaptive Portfolio Management in help of mixture of expert models
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| 第三場講題： Challenges and Advances of Statistical Learning and its roles in financial engineering |
- Two types of Intelligent Ability: Learning from Samples
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- Key Ingredients of Statistical Learning
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- Two Key Challenges and Advances on Seeking Solutions
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- A Unified Theory: Bayesian Ying-Yang Harmony Learning
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- Advanced topics on Financial Prediction
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- Advanced topics on market modeling
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| 第四場講題： Arbitrage Pricing Theory |
- Capital Asset Pricing Model vs. Arbitrage Pricing Theory
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- Three Types of APT Implementation
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- Rotation Indeterminacy and Incapability of Factor analysis for APT
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- Temporal Factor Analysis (TFA) and APT
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- TFA based APT for Prediction
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- TFA based APT for Adaptive Portfolio Management
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