2019 Fall CSCI [4|6]210: Schedule


1	Wk	Date	Topics	Read	Slides	Assign	Notes/Resources

2			Due Dates - Highlighted in pink (subject to change).				Links at due dates
3
4			Our class meets Monday, Tuesday and Thursdays				See UGA calendar ( here ) for important dates
5			[ Note: old classes may have stale links ]				Old 2017 Class Schedule ( here )
6			----> difference from 2017: will start with Part 2 instead of Part 1.
7	1	Mon, Aug 12					Drop / Add -- Jan 09 --15 --- Wednesday --- Tuesday
8	1	We	Course Overview & Syllabus		[PDF]		Short class - make sure you are in right class 20-30 minutes
9		Th	Simulation & Modeling Overview & Introduction, time stepped, event driven	Ch 1	[PDF]		Full period - big picture introduction & application of simulation & modeling.
10		Th	HW1 - Assigned			[HW1]	HW1 Assigned, Piazza Link - (assigned at midnight on Th).
11			HW1 - (partial) Join Piazza in link to the right.			[PIAZ]
12	2	Mon, Aug 19
13	2	Mo	Updated HW1 definition - survey monkey should work later on Monday				my ingrid through ELC email is not working properly please for now contact me through ingrid AT uga.edu for academic/personal type of questions, or maria.hybinette AT mac.com for general, quick questions. Later use piazza messaging for questions, once you are set up there.
14		Tu	Movie Black Scholes Model : The Midas Formula
15		Tu	08/20 -- End of add/drop period				Tue: Aug 20 - Last day to drop
16		We	Preparing for a talk, Class group photo		[PDF]
17		Th	Due			HW1	Link above -- Due Before Class Thursday - there are movie questions so due after the movie
18		Th	Discrete Event Simulation, Continues, Discrete, Stochasic, Event Driven	Ch 2	[PDF]
19		Th	Basic Python Primer, SimPY at the high level - getting started.	txt	[PDF]		Anaconda Install, Pip Install
20
21	3	Mon, Aug 26
22	3	Tu	Process Orientation, Event Orientation, Python Intro.
23
24		Tu	Project 1: SimPY - assign - warm-up simple modication of carwash simulator			[P1]	In progress -- Assigned after event orientation (later assignment day but less complex instead)
25		We	--- tutorial on python, simPY	c1			zipfile ( here )
26		Th	Event, Process Orientation - python tutorial continue - if time permit
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28	4	Mon, Sep 02	- Monday is labor day
29	4	Mo	Labor Day
30		Tu	HW2 - pick a paper (from a list of conferences - or topics - teams of 2)			[HW2]	HW2: Pick a paper - ask for volunteer for next week
31		Tu	Process Oriented	Ch 3	[PDF]		Read Ch 2.8
32			Conservative Simulation, Null Messages	Ch 4	[PDF]		Read Ch 3.0-3.3 & 3.5.5
33		We	Talk about first project - talk about presentations
34		We
35		Th
36		Th	Project 1: Due Check in class.
37		FR
38	5	Mon, Sep 09
39	5	Tu	Time Warp Local Control		[PDF]		Read Ch 4.1 & 4.2. Fujimoto
40		Tu	Project 2: Assign: Create your own DES from ground up \			[P2]	P1 demo due here, so P2 is assigned after the demo Tuesday evening (draft posted before hand)
41		We	Phase 1: 01. Paper 01, Paper 02				Will discuss We, Sep 11 - may move people without paper titles to different dates.
42		Th	Go over project 1, talk about project 2
43		Th	Global Virtual Time 1. Samadi Algorithm				Read Ch 4.3-4.4.3 Fujimoto
44	6	Mon, Sep 16
45	6	Tu	Global Virtual Time 1. Samadi Algorithm, Mattern's Algorithm		[PDF]	[PDF]	Read Ch 4.3-4.4.3 Fujimoto
46		We	Phase 1: 02. Paper 03, Paper 04
47		Th	Global Virtual Time 2. Mattern Algorithm, Fossil Collection		[PDF]		Read up to 4.4.4 Fujimoto (Mattern's Algorithm)
48		Th
49		FR	Final project suggestions begins. - draft.
50		Sat/Sun	Hints of a skeleton API (and code snippets) for P2:			[.txt]	Drafty Draft for C like API
51	7	Mon, Sep 23
52	7	Tu	GVT Examples, State Saving		[PDF]		Read 4.2.1-4.2.3, 4.5.2, 4.5.3 (Other Techinques, State Saving)
53		We	Phase 1: 03. Paper 05, Paper 06
54		Th	State Saving, Incremental , Simultaneous Events, Repeatability		[PDF]		Read 4.2.1-4.2.3, 4.5.2, 4.5.3 (Other Techinques, State Saving)
55		TH	Discuss project 2 demonstrate a drafty version in C, illustrating functionality			[P2]	Code Snippets - very drafty in C not python
56		FR
57	8	Mon, Sep 30
58	8	Tu	Modeling: Computational Finance Begin				Pandas/Computational Finance
59		Tu	Project 2: Due
60		We	Phase 1: 04. Paper 07, Paper 08
61		Th	Demo P2.	SM
62		Th
63
64	9	Mon, Oct 07	Monday - 10/07 -- is middle of semester
65	9	Tu
66		Tu	Computational Modeling.
67		We	Phase 1: 05. Paper 09, Paper 010
68
69		Th	Exam 1. : Only Simulation Execution.				Most likely - multiple choice
70
71	10	Mon, Oct 14
72	10
73		We	Phase 2: 06. Paper 01, Paper 02
74		Th	Market Simulator	c2		preP3
75		Th	Project 3: Market Simulator (half of project is guided) -- preP3			[P3]
76	11	Mon, Oct 21
77	11	Mo	Mon, Oct 21 -- Withdrawal Deadline
78		Tu	Computational Finance - assess portfolio				preP3 guide. (download preP3 templates - and fill in the missing code)
79		We	Phase 2: 07. Paper 03, Paper 04
80		Th	Introduction to computational Finace - part 1			[PDF]
81		Th				[PDF]	Project guidelines
82		Th	Final Exam Discussion				Guidelines & post project suggestions.
83	12	Mon, Oct 28
84	12	Tu	Introduction to computational Finance - part 2			[PDF]
85		We	Phase 2: 08. Paper 05, Paper 06
86		Th	Project 3 Due.
87		Th	Project 4: Market Impact			[P4]
88	13	Mon, Nov 04
89	13	Tu	Demo P3 & Optimization				Slides are in earlier slide set.
90		We	Phase 2: 09. Paper 07, Paper 08
91		We	Final Exam Projects List (On-Going Draft)	Link
92		Th	Optimization	cw4
93		FR	Final Exam Project: Proposal (1 paragraph - declare interest) ELc				Due Sunday. 1 paragraph.
94	14	Mon, Nov 11	Monday is Veteran's Day
95		Tu	Order Book - Market Mechanics.			[PDF]
96		Tu				[PDF]
97		We	Phase 2: 010. Paper 09, Paper 010 Last Presentation
98		Th	Learning - What is Machine Learning?			[PDF]
99		Th	Discuss P4 - TRB @ noon - JP Morgan AI will discuss P4 over skype for 15 minutes.
100		Fr	Reading Assignment - CAPM - book & notes
101	15	Mon, Nov 18
102	15	Tu	Learning: Trees & Regression & Ensemble Learning			[PDF]
103		Tu	Project 4 Due - Last 'regular' project
104		We	Project 4 Demo - 5 minutes - quick demo			[PDF]
105		We	Learning -			[PDF]
106		Th
107		Th	Exam 2: Finance & Machine Learning.
108		Fr.	Q/A Cyber day is on piazza -- please submit answers to eLC.
109	16	Mon, Nov 25
110	16	Tue	11/26 - Tue - Cyber DAY - Big Short Movie + Activity
111		Tue	11/26 - Tue - Cyber DAY - see Q/A on Piazza.
112		We	11/27 - We - No Class
113		Th	11/28 - Th -Thanksgiving day -- No Class
114		Fr	11/29 - Fr - UGA holiday no classes
115	17	Mon, Dec 02
116		Mo	Final Project - Progress Report due (Report due on eLC)
117	17	Tu	Last day of our class - finalize final project exam schedule
118		We	12/04 We -- No Class (This is a UGA Friday Class)
119		Th	12/05 Th - Reading Day
120		Fr	12/06 Friday - begin - Final Exam day 1
121	18	Mon, Dec 09					89
122	18	Mo	12/09 Monday - Final Exam day 2
123		Tu	12/10 Tuesday - Final Exam day 3
124		We	12/11 Wednesday Extra Office Hours: 2:00 - 4:00 PM Boyd 219C
125		Th	12/12 Thursday - Final Exam day 5 - Our Final Exam 12:00-3:00 PM				Project Presentations: Same class room as Tu/Th class : you must be present for the full exam period to earn FE credit.
126		Th	* You must be present for entire Final Exam Period to get credit for your final project *
127		Fr	12/13 - Santa Lucia Day - Commencement
128	19	Mon, Dec 16
129		Mo	12/16 - Monday - Grades Due 12 PM
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