/course-notes

Course notes

Primary LanguageJupyter NotebookMIT LicenseMIT

Course Notes

Bitcoin and Cryptocurrency Technologies (a Princeton course on Coursera)

  • Scrooge Coin: An implementation of a simple cryptocurrency ledger that allows checking the validity of transactions and thereby processes valid transactions. In particular, it handles the double-spending problem

Neural Networks and Deep Learning (taught by Andrew Ng)

  • cat_recognition: A simple Neural Network model using logistic regression to recognize cat images
  • planar_data_classification: A one-hidden-layer Neural Network model for learning the leaf patterns of the flower
  • building_neural_network_step_by_step: Develop an intuition of the over all structure of a neural network
  • cat_recognition_deep: A deep Neural Network model using linear function and ReLU/sigmoid activation functions to recognize cat images

Derivatives (AFM 322 @ University of Waterloo)

  • futures: Mechanics of Futures market, Contango vs Backwardation, Cost of Carry, Margin Call
  • hedging_using_futures: Long/Short Hedge, Basis, Cross Hedging, Optimal Hedge Ratio, Stack and Roll
  • black_scholes: Risk Neutral Valuation, Pricing Formula, Implied Volatility

Artificial Intelligence (CS 486 @ University of Waterloo)

  • problem_solving: methodology, heuristics, A* search, CSP, consistency algorithms, backtracking search, local search
  • bayesian_network: Inference, Dynamic System, Markov Chain, Hidden Markov Model
  • game_theory: Framework, Nash Equilibrium, Pareto Optimal