Course Overview First Project: Financial market simulator in Python - PDF document

Short Term Plan Simulation & Modeling ● Today go over expectations and course plan » Short class today ● Tuesday/Thursday: Simulation Introduction [simulation: focus on parallel simulation execution ] [modeling: focus on financial & animals (agents) models ] ● Paper summary discussion ● Movie (50 minutes) Financial Market Course Overview ● First Project: Financial market simulator in Python » Python crash tutorial » Financial Analyzer of Stock market » Project Build a Market Simulator 1 2 Maria Hybinette, UGA Maria Hybinette, UGA Administration / Logistics Communication Web Page (different from image on right) www.cs.uga.edu/~maria/ ● Who am I? » Navigate to course. » Office: Boyd 219C ● Your Responsibility ● maria@cs.uga.edu » Understand policies, honor code ● Office Hours: Thursdays » Work independently on » And by e-mail appointment projects & homework » Check page often for updates ● TA: TBD - check class web page for “refresh” to get latest copy updates … probably none … Class list / communication ● Piazza ● Part of partication grade 3 4 Maria Hybinette, UGA Maria Hybinette, UGA Course Objective How we’re going to do it ● Read & Listen ● Learn about simulation and why is it useful » What Hedge Funds Really Do An Introduction to ● Simulation techniques Portfolio Management, Romero, Balch » The focus is more on simulation execution rather than » Parallel and Distributed Simulation Systems, Richard Fujimoto modeling, although we will do both. ● Practice » Agent Based Simulation Systems » 3-5 introductory programming assignments » Biological Simulations (Social Animals) » 1 final project – preferably programming project ● Hands on programming of ideas described in – Proposal, Interim reports/presentations technical paper – Final Report & Presentation ● Introduction to research on simulation systems, » Technical paper summaries & presentations past and present. – Learn how to read/skim papers – present & listen to your peers ● History ● Test » Parallel & Distributed Simulation is now in the » 2 Midterms, 1 Final Project, Quizzer mainstream ß Converting previous advanced ● Talk and think in class, and outside! simulation course to introductory simulation course. 5 6 Maria Hybinette, UGA Maria Hybinette, UGA

How to get an A? B? C?… F? How to get an A? B? C?… F? ● See syllabus web page … ● Theory percentage break down » 2 Exams + Quizzes + Homework ● Practice » Homework, weekly summaries & presentation & programming assignments, Final Project ● Participation » 100% attendance will raise your final grade by 2% » Constructive participation on class list may raise your grade by 1% 7 8 Maria Hybinette, UGA Maria Hybinette, UGA Paper Summaries (more details Policy on Collaboration later) ● Assignments/projects/summaries: ● 1 page summary of an assigned technical » Purpose: familiarization of concepts and details of programming languages paper -- need to reflect that you understand » Work on project independently: the paper and its contribution(s) to the area: – No direct sharing of code 1. What is the problem that the authors are trying to – No line-by-line assistant solve? – No exchange of code 2. What is their approach and how is it original? » You are encouraged to ask questions of one another, and to 3. What are the assumptions/limitations? respond to other student's questions (and especially on the email 4. What are the results/impact of paper (Why is this list) paper important)? ● Exams: 5. What constructive criticism can you give to the » Closed-book. No outside assistance is permitted. No additional presenter (e.g. would should have been included/ materials may be used. excluded)? » No make-up tests unless absence is due to serious illness. Doctor � s diagnostic note is required. The final grade will be scaled accordingly. 9 10 Maria Hybinette, UGA Maria Hybinette, UGA Paper Presentations Paper Presentations ● Turn in: ● 2-3 presentations will be expected, needs to be in power » Presenter: point. – Turn in .pdf of slides ● We will assign presentations next week or the following – 1 summary including self critique. week. And start presenting Week 3. » Rest of class: » Caveat: If someone signs up for a paper and then later – 1 summary drops, we will need to shift the last scheduled person to the empty slot(s) (other volunteers are welcomed and will be solicited in class). 11 12 Maria Hybinette, UGA Maria Hybinette, UGA

Example Paper Summaries Tentative/past projects for class ● Financial Market What is the problem that the authors are trying to solve? 1. ● Discrete Event Simulation: » Why is the problem important? » Soccer Simulation Server Warm-up, not hard What is their approach and how is it original and innovative? (original - 2. compare it against contemporary approaches). » Simple Distributed Discrete Event How is the approach evaluated? 3. – Ping/Pong like application » What are the simplifying assumptions? » Distributed Simulator » What are the strength and weaknesses of their solution? – SASSY Familiarization What are the results/impact of paper 4. » Why is this paper important? – Agent Based Simulator » Did they solve the problem? ● Ant Simulator (Ant the insect) » Does it have an impact - is it still relevant? Why is it worth reading. What constructive criticism can you give to the presenter (e.g., would 5. » Tweaks in an existing simulator. should have been included/excluded, make sure to address 'concepts' ● Stock market modeling project covered in the paper and relate how they were covered by the presenter). ● Term Project 13 14 Maria Hybinette, UGA Maria Hybinette, UGA Homework 1 Introductions ● See schedule for First Quiz: details … ● Name, major, year? ● Digital Image -- ● What are you hoping to learn from the class? How to get out of ● What type of projects are you interested in? the dog pound ● What do you want to do when you graduate? (and improve your grade). 15 16 Maria Hybinette, UGA Maria Hybinette, UGA