COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThe course will give students a deeper understanding of the foundations of probability theory, such as probability theory from a measure-theoretic perspective, convergences of distributions and probability measures, and conditional expectations. During the course, important theorems, such as Radon-Nikodym theorem, Fubini theorem, and general central limit theorems, will be investigated.

FTEC 5031 - Advanced Probability Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6120) We 09:00AM - 11:50AMRm 222, W1WANG, Jiaqi
WANG, Xiaoyu		4023170 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThe objective of this course is to provide students with optimization theory and concepts. Main topics cover linear optimization, simplex method, duality theory, convex analysis, and dynamic programming. The emphasis will be on methodology, modelling techniques and mathematical insights.

FTEC 5032 - Optimization Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6121) Fr 03:00PM - 05:50PMRm 102, W1WANG, Zichun
WANG, Ziyu
ZUO, Ruiting		4029110 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThis course covers the fundamentals of machine learning and artificial intelligence, and their applications in computer vision, image processing, natural language processing, and robotics. The topics include major learning paradigms (supervised learning, unsupervised learning and reinforcement learning), learning models (such as neural networks, Bayesian classification, clustering, kernels, feature extraction), and other problem solving techniques (such as heuristic search, constraint satisfaction solvers and knowledge-based systems) in AI.

FTEC 5050 - Machine Learning and Artificial Intelligence (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6276) Fr 01:30PM - 04:20PMRm 150, E1WU, Wenwei
YUAN, Zixuan
ZHANG, Weijia		3521140 
COURSE INFO
VECTOR[3-0-0:3]
PREVIOUS CODEFTEC 6910D
DESCRIPTIONThis is a graduate level course in stochastic calculus for MPhil/PhD students in Financial Technology and other related fields. This course aims to provide a rigorous mathematical introduction to the tools of stochastic calculus used in derivative pricing and financial modeling. Topics include Brownian motion, stopping times, stochastic integral, Itô’s formula, stochastic differential equations, martingales, Girsanov’s theorem, option pricing, etc.

FTEC 5061 - Stochastic Calculus for Financial Technology (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6157) Tu 01:30PM - 04:20PMRm 201, W2DING, Yan
ZHANG, Ying		409310 
COURSE INFO
VECTOR[3-0-0:3]
DESCRIPTIONThis is a course in graduate level microeconomic theory for PhD students in financial technology and other related fields. This course covers topics including consumer theory, producer theory, uncertainty, general equilibrium,and matching. The required background knowledge for the course are intermediate microeconomic theory and mathematics through calculus of several variables and introductory real analysis. Additional mathematical tools will be explained briefly as the course proceeds. This course serves as the first rigorous training in economics and finance and helps lay down a solid foundation in economic modelling for future research.

FTEC 5101 - Microeconomic Theory (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6159) Mo 06:00PM - 08:50PMRm 201, E1LI, Siguang
PANG, Bo		4028120 
COURSE INFO
VECTOR[3-0-0:3]
PREVIOUS CODEFTEC 6910B
DESCRIPTIONThis course shows the use of various quantitative techniques and financial engineering principles in the management and modeling of financial risks. The topics include hedging of market risks, immunization of bond risks, Value-at-Risk and expected shortfall, credit yield curve model, credit derivatives pricing, and default correlation models.

FTEC 5230 - Financial Risk Management (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6426) Mo 01:30PM - 04:20PMRm 202, W2ZHU, Zimu204160 
COURSE INFO
VECTOR[3-0-0:3]
PREVIOUS CODEFTEC 6910C
DESCRIPTIONThis course offers a thorough introduction of blockchain technology. Students will explore both technical and non-technical aspects of blockchain, including but not limited to cryptographic techniques, consensus mechanisms, smart contracts, regulatory implications, and real-world applications. Topics covered in this course include the historical development of blockchain, Bitcoin protocol, Ethereum, applications of blockchain, such as decentralized finance, and regulation discussions.

FTEC 5310 - Blockchain Technology (3 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
L01 (6161) Tu 01:30PM - 04:20PMLecture Hall CPENG, Zifan
XUE, Yingjie		407330 
COURSE INFO
VECTOR[0-1-0:0]
DESCRIPTIONAdvanced seminar series presented by guest speakers and faculty members on selected topics in Financial Technology. This course is offered every regular term. Graded P or F.

FTEC 6101D - FinTech Program Seminar (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
T01 (6275) Fr 09:00AM - 10:20AMRm 122, E1ZHANG, Leifu7052180 
COURSE INFO
DESCRIPTIONMaster's thesis research supervised by co-advisors from different disciplines. A successful defense of the thesis leads to the grade Pass. No course credit is assigned.

FTEC 6990 - MPhil Thesis Research (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
R01 (6253) TBATBATBA999229770 
COURSE INFO
DESCRIPTIONOriginal and independent doctoral thesis research supervised by co-advisors from different disciplines. A successful defense of the thesis leads to the grade Pass. No course credit is assigned.

FTEC 7990 - Doctoral Thesis Research (0 units)

SectionDate & TimeRoomInstructorQuotaEnrolAvailWaitRemarks
R01 (6254) TBATBATBA99939960