Assigned: | Wednesday March 4 |
---|---|
Proposal Deadline: | Thursday April 2, 11:59pm |
Final Project Deadline: | Thursday April 30, 11:59pm |
Those of you enrolled in CS 570, the graduate version of Artificial Intelligence, have an additional assignment: an independent project.
You need to submit a proposal by April 2nd, which must be approved. Your completed project is due April 30th. The proposal is submitted via canvas. The project itself, including code files, will be submitted using the zoo submit system.
We encourage you to propose something that interests you. Below are some ideas that may stimulate your thought process.
Example: Create a risk management system for equity portfolios. Given a portfolio of US or international stocks, across the capital spectrum (large, mid, small), create a system that will calculate a 5 day value at risk (VAR) at the 95% level. Also, perform stress tests and scenario analyses using both historical data and prospective scenarios. For international stocks, include foreign exchange (FX) risk analysis. The system should produce a summary heat map analysis (Green, Yellow, Red) indicating the risk level of the portfolio. Extra credit: if the portfolio is in the red range, the system can suggest trades that would mitigate the risk.
If you want to use a language other than Python, you need prior approval.