國立中山大學 114學年度第1學期 課程教學大綱

National Sun Yat-sen University 114Academic year1st Semester Course syllabus

中文名稱
Course name(Chinese)

 財經資料預測：機器學習方法應用

課號
Course Code

 CAPS629

英文名稱
Course name(English)

 PREDICTION OF ECONOMIC DATA: THE APPLICATION OF MACHINE LEARNING METHODS

課程類別
Type of the course

 講授類

必選修
Required/Selected

選修

系所
Dept./faculty

 中國與亞太區域研究所碩士班

授課教師
Instructor

 林雅淇

學分
Credit

 1

課程大綱 Course syllabus
　　　　　　　　 一、統計與時間序列基礎
二、時間序列之預測
三、計量時間序列方法
四、機器學習方法簡介



課程目標 Objectives
　　　　　　　　 近年來的數位革命風潮，使機器學習的資料演算法普及化，也對傳統統計預測方法有相當的影響。另外，財經數據對產業有很多意義，例如：股市波動、失業與通膨等等，均是產業及投資人關注焦點，其預測準確度將對決策有重要影響。因應這個趨勢，本課程將探討傳統統計方法及機器學習方法，在財經時間序列預測之成效。


授課方式 Teaching methods
　　　　　　　　 講授類、實習類
本課程實際採隔週上課，時間為週三下午13:10~16:00，每次上課3小時，共上課6次。


評分方式﹝評分標準及比例﹞Evaluation (Criteria and ratio)等第制單科成績對照表 letter grading reference

　　　　　　　　
1.作業：100%

參考書/教科書/閱讀文獻 Reference book/ textbook/ documents
〔請遵守智慧財產權觀念，不可非法影印。教師所提供之教材供學生本人自修學習使用,不得散播及做為商業用途〕
No copies for intellectual property rights. Textbooks provided by the instructor used only for self-study, can not broadcast or commercial use

　　　　　　　　
序號作者書名出版社出版年出版地ISBN#
No.AutherTitlePublisherYear of
publish		Publisher
place		ISBN#
1何宗武財經時間序列預測：使用R的計量與機器學習方法五南2022台北9786263431492
2何宗武財經計量方法與模型：原理與R範例智勝2024台北9786263691513
3陳旭昇時間序列分析:總體經濟與財務金融之應用 第三版 2022年雙葉2022台北9789865492366
4Daniel Peña & Ruey S. TsayStatistical Learning for Big Dependent DataJohn Wiley & Sons Inc20219781119417408

課程時數規劃 Course Hour Planning
本校自114學年度起實施學期16週，仍以1學分18小時為原則。教師課程時數安排得選擇「16週+自主學習規劃」或「16週+實體上課規劃」。
Starting from the 114th academic year, the university will implement a 16-week course schedule, while maintaining the standard of 18 hours of instruction per credit. Instructors can choose between “16-weeks + Alternative learning periods”or“16-weeks + In-person classes.”

本門課程為「16週+自主學習規劃」：教師需於「A.每週課程內容及預計進度」欄位填寫16週課程進度，並於「B.自主學習規劃」欄位填寫每1學分2小時學生自主學習內容。
16 weeks + alternative learning periods: The instructor will include a 16-week course plan in the weekly scheduled progress section(16 hours of instruction per credit) and provide details of the learning plan (two hours of activity per credit) in the alternative learning period section.
本門課程為「16週+實體上課規劃」：教師需於「A.每週課程內容及預計進度」欄位填寫16週課程進度，並於「C.實體上課規劃」填寫2次授課內容及主題。
16 weeks + in-person classes: The instructor will include a 16-week course plan in the weekly scheduled progress section (16 hours of instruction per credit) and specify the content and topics of the 2 in-person classes in the in-person class plan section.

A.每週課程內容及預計進度 Weekly scheduled progress

　　　　　　　　
全英課程之授課內容及主題應以英文或雙語呈現
For courses taught entirely in English, the content and topics should be presented in English or bilingually.
週次日期授課內容及主題
WeekDateContent and topic
12025/09/07~2025/09/13統計及人工智慧預測方法概論
22025/09/14~2025/09/20迴歸預測－被預測變數Y為連續或間斷
32025/09/21~2025/09/27作業
42025/09/28~2025/10/04時間序列預測（1/2）－線性建模、單步及多步預測、比較評估
52025/10/05~2025/10/11作業
62025/10/12~2025/10/18時間序列預測（2/2）－非線性建模
72025/10/19~2025/10/25作業
82025/10/26~2025/11/01期中考週停課，準備上機作業
92025/11/02~2025/11/08決策樹－演算法原理
102025/11/09~2025/11/15作業
112025/11/16~2025/11/22SVM－演算法原理
122025/11/23~2025/11/29-
132025/11/30~2025/12/06-
142025/12/07~2025/12/13-
152025/12/14~2025/12/20-
162025/12/21~2025/12/27-

B.自主學習規劃 Alternative learning periods

課程規劃學生自主學習內容（每1學分2小時）
Alternative learning periods planned for the course (with each credit corresponding to two hours of activity)

本門課程規劃學生彈性或自主學習內容（每1學分2小時）：
Alternative learning periods planned for the course (each credit corresponds to two hours of activity):
學生自主學習活動
Alternative learning periods		勾選或填寫規劃內容
Place a check in the appropriate box or provide details		時數
Number of hours
學生分組實作及討論
Group work and discussion
參與課程相關作業、作品、實驗
Participation in course-related assignments, work, or experiments
參與校內外活動（研習營、工作坊、參訪）或競賽
Participation in on- or off-campus activities (e.g., seminars, workshops, and visits) or competitions
課外閱讀
Extracurricular reading
線上數位教材學習
Learning with online digital learning materials
其他（請填寫規劃內容）
Other (please provide details)

C.實體上課規劃 In-Person Class Plan

若無規劃學生自主學習，則請教師規劃2次實體上課(每1學分2小時)，上課時間由師生自行討論，得利用週三下午4-7點或其他時段進行。
If there are no alternative learning periods planned for the course, the instructor should plan 2 in-person classes (2 hours of activity per credit). Class schedules can be arranged through discussions between instructors and students, utilizing Wednesday 4:00PM-7:00PM or other suitable time slots.
＊第一次實體上課內容及主題 (Content and topic for the first In-Person class)：
＊第二次實體上課內容及主題 (Content and topic for the second In-Person class)：

課業討論時間 Office hours
　　　　　　　　 時段1 Time period 1:
時間 Time：星期三16:00~18:00
地點 Office/Laboratory：SS4038-2
時段2 Time period 2：
時間 Time：星期四10:00~12:00
地點 Office/Laboratory：SS4038-2

系所學生專業能力/全校學生基本素養與核心能力 basic disciplines and core capabilitics of the dcpartment and the university
　　　　　　　　
系所學生專業能力/全校學生基本素養與核心能力
basic disciplines and core capabilities of the department and the university		課堂活動與評量方式
Class activities and evaluation
本課程欲培養之能力與素養 This course enables students to achieve.紙筆考試或測驗 Test.課堂討論︵含個案討論︶ Group discussion (case analysis).個人書面報告、作業、作品、實驗 Indivisual paper report/ assignment/ work or experiment.群組書面報告、作業、作品、實驗 Group paper report/ assignment/ work or experiment.個人口頭報告 Indivisual oral presentation.群組口頭報告 Group oral presentation.課程規劃之校外參訪及實習 Off-campus visit and intership.證照/檢定 License.參與課程規劃之校內外活動及競賽 Participate in off-campus/ on-campus activities and competitions.課外閱讀 Outside reading.
※系所學生專業能力 Basic disciplines and core capabilities of the department
1.專業之訓練：在結合跨科際與區域研究的基礎上，課程從理論研究與實務驗證之角度，培育學生探討、分析與解釋的學術思考能力。 1. Academic Training: Based on the core principles of interdisciplinary and regional studies, our curricula integrate theories with practices to foster students’ research capabilities in investigating, analyzing and explaining social and international phenomenon. V VV V     
2.知能之培育：透過教學課程與研究議題之設計，提升學生思考之深度與廣度。在教材之選用上，均以國、內外最新之議題與篇章為授課重點，期學生之思維與看法能與國際同步。 2. Knowledge Advancement: Elevate the depth and breadth of student learning through course design and research agenda setting. The selection of teaching materials are kept in pace with the latest international trends and issues to ensure students’ perspective and visions are continuously up to date.V VV V     
3.思辯之養成：透過課堂之師生互動，以及相關學術演講、研討會、座談會和辦大型國際學術會議等之舉辦和參與活動，以強化學生學術參與之經驗，並培養學生思考、分析、解釋與回答問題的思辯能力。 3. Critical Enquiries: Through participation in classroom interactions, academic speeches, seminars, forums and international symposiums, students can increase their experiences in participating academic activities and develop skills and abilities in critical enquiries, analysis, explanation and problem-solving.           
4.眼界之開拓：積極推動國際化之相關課程與活動，招收國際碩、博士學生，提供英語授課之課程。採用西方國家之教學模式，激勵師生間學術互動與課程討論，藉由國際學生與本國籍學生之學習與生活互動，營造國際村之學習環境。 4. Expanded Vision: Actively promote internationalization through offering various courses in English, recruiting international Ph.D. and Masters students, as well as applying Western teaching-models to create a classroom environment conducive to lively interactions and discussions. We also create a friendly environment where local and international student can interact and communicate frequently and enhance mutual learning.           
5.人文之關懷：強調公民社會理念之推廣與建構，藉由公部門與私人企業之補助與捐贈，舉辦公民社會相關議題之建構與交流合作，將社會服務的概念國際化，體現出對社會的付出與關切。 5. Social Awareness: We put an emphasis on help building and promoting a strong and vibrant civil society. With funding from public and private sectors, we regularly cooperate with government offices, social organizations, and corporations to hold activities related to discovering and improving civil and societal issues. We aim to cultivate social awareness in our students and to shoulder social responsibilities as an academic institution.           
※全校學生基本素養與核心能力 Basic disciplines and core capabilities of the university
1.表達與溝通能力。 1. Articulation and communication skills           
2.探究與批判思考能力。 2. Inquisitive and critical thinking abilitiesV VV V     
3.終身學習能力。 3. Lifelong learning           
4.倫理與社會責任。 4. Ethnics and social responsibility           
5.美感品味。 5. Aesthetic appreciation           
6.創造力。 6. Creativity           
7.全球視野。 7. Global perspective           
8.合作與領導能力。 8. Team work and leadership           
9.山海胸襟與自然情懷。 9. Broad-mindedness and the embrace of nature　           

本課程與SDGs相關項目：The course relates to SDGs items:

　　　　　　　　
SDG1-消除貧窮(No Poverty)
SDG2-消除飢餓 (Zero Hunger)
SDG3-良好健康與福祉(Good Health and Well-being)
SDG4-教育品質(Quality Education)
SDG5-性別平等(Gender Equality)
SDG6-乾淨水源與公共衛生(Clean Water and Sanitation)
SDG7-可負擔乾淨能源(Affordable and Clean Energy)
SDG8-優質工作與經濟成長(Decent Work and Economic Growth)
SDG9-工業、創新和基礎建設(Industry,Innovation and Infrastructure)
SDG10-減少不平等(Reduced Inequalities)
SDG11-永續城市(Sustainable Cities and Communities)
SDG12-責任消費與生產(Responsible Consumption and Production)
SDG13-氣候行動(Climate Action)
SDG14-海洋生態(Life Below Water)
SDG15-陸域生態(Life on Land)
SDG16-和平、正義和穩健的制度(Peace,Justice And Strong Institutions)
SDG17-促進目標實現的全球夥伴關係(Partnership for the Goals)
本課程和SDGS無關

本課程校外實習資訊: This course is relevant to internship:

　　　　　　　　 本課程包含校外實習（本選項僅供統計使用，無校外實習者，得免勾記）
The course includes internship.(For statistical use only. If the course without internship, please ignore this item.)

實習定義：規劃具有學分或時數之必修或選修課程，且安排學生進行實務與理論課程實習，於實習終了取得考核證明繳回學校後，始得獲得學分；或滿足畢業條件者。(一般校內實習請勿勾選此欄位)

Internship: The required or elective courses should include credits and learning hours. Students should participate in the corporative company or institution to practice and learn the real skills. An internship certification must be handed in at the end of internship to get the credits or to fulfil the graduation requirements.

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