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INFT – Coursework Brief - 2022

COMSM0093  INFT  MAIN COURSEWORK BRIEF

Unit Code: COMSM0093

Unit Name: Introduction to Financial Technology

Assignment Name: Coursework: Report + Code

Assignment Weighting: 70%

Assignment Description:

8-page technical report on exploration and development of trading agent algorithms using the Bristol Stock Exchange (BSE) . For full coursework specification details, see file: INFT-CW-22.pdf.

You should download and use the latest version of BSE.py, available:

https://github.com/davecliff/BristolStockExchange

This coursework is individual work. You must not collaborate with other students, which would be considered cheating.

Support provided to students during coursework period:

The following support is available during the coursework period:

•   BB Forum for Questions

•   TA support during Thursday activity sessions

Please note that teaching team will be able to advise on technical problems you are facing (e.g., installing software) and will be able to clarify requirements (i.e., explain what you are expected to do) but will not provide feedback on work in progress or suggest directions for future work.

Submission Details:

Blackboard submission:

•   8-page report (Turnitin)

•   Submission of code (one ZIP file containing all your code and analysis scripts, etc.)

Deadline:

Coursework must be submitted by 1pm on Tuesday 10th January at the very latest. The intention is    that you submit by 12pm and keep the last hour as emergency reserve for, e.g., technical problems. In case of problems with your submission, you must e- mailcoms-info@bristol.ac.ukbefore the 1pm final deadline to avoid your work being counted as late.

Marking Criteria:

Grade Range

Descriptor

40-49,

a.k.a.

Fail

A report that details your exploration and evaluation of PRDE parameters k    and F but has limitations in some of the following areas: incorrect formatting, poor motivation of experimental design, missing details in experimental          method (that would make it difficult/impossible to replicate), visualisations    used are not appropriate, statistical tests are missing or incorrectly applied,    conclusions drawn are incorrect.

50-59,

a.k.a.

Pass

A good report detailing your exploration and evaluation of PRDE parameters k and F, including motivation of experimental design, detail of experimental        methodology, visualisation and analysis of results, and conclusions drawn. The report demonstrates correct understanding of topics covered in the unit.

60-69,

a.k.a.

Merit

A very good report, correctly formatted, that describes explorations and           evaluation of PRDE parameters k and F, including motivation of experimental  design, well considered design choices, detail of experimental methodology at a level that enables replication, appropriate visualisation and statistical             analysis of results, and appropriate conclusions drawn. The report should also demonstrate good understanding of topics covered on the unit, and                  additional understanding of concepts not directly taught in lectures or              assessments.

70+,

a.k.a.

Distinction

For a mark of 70 and above, your report must meet the description, above. In addition, your report must also present your work on extending PRDE to         improve performance.

As an extension, you can choose to draw inspiration from multi-armed bandits (MAB); or you could use a revised/extended form of differential evolution        such as JADE; or you could choose any other form of contemporary machine    learning algorithm to explore. The choice is yours.

Once you have introduced your new/extended algorithm, you should then  attempt to demonstrate that your new or extended trader outperforms the original PRDE.

Your report must include a detailed description of your new/extended trader,  a description of your design and execution of experiments, appropriate             visualisations of your results, and appropriate statistical tests used to                 determine whether your new trader-agent is more profitable than the original PRDE. Finally, appropriate conclusions must be drawn.

If you attempt this extension, you should clearly delineate this work by beginning a new section called “Extending PRDE” or similar.

We will be assessing your report using the following criteria:

•   Good use of written language, formatting, and presentation of work.

•   Appropriate style of referencing.

•   Good understanding of trading agents and BSE platform demonstrated.

•   Good motivation of experimental design and appropriate design choices.

•   Experimental methodology is detailed enough to enable replication.

•   Appropriate visualisation and statistical analysis.

•   Appropriate conclusions drawn.

•   Extension (for first class):

o Good understanding of topics not covered on the unit .

o Appropriate implementation of topics not covered on the unit .

o Appropriate methodology for comparison experiments, appropriate visualisation and statistical analysis, appropriate conclusions drawn.

We will assess your code to validate the work that your write about in your report. There is no separate mark for your code, however:

•   if you do not submit code your overall mark will be reduced

•   if your code has very poor style and/or does not execute without errors, your overall mark may be reduced

Time commitment:

You are expected to spend up to 40 hours in total on this coursework. It is a large piece of work, so please allocate time appropriately. Start early so that you know what you are doing and work on it each week so that you are not rushing to complete at the end.

You will also be working on the main coursework for your other two units during this period. It is up to you how you distribute your time and workload between your units.

You are strongly advised NOT to try and work excessive hours during the coursework period: this is more likely to make your health worse than to make your marks better. If you need further pastoral/mental health support, please talk to your personal tutor, a senior tutor, or the university wellbeing service.

Academic Offences:

Academic offences (including submission of work that is not your own, falsification of data/evidence or the use of materials without appropriate referencing) are all taken very seriously by the University. Suspected offences will be dealt with in accordance with the University’s policies and procedures. If an academic offence is suspected in your work, you will be asked to attend an interview with senior members of the school, where you will be given the opportunity to defend your work. The plagiarism panel are able to apply a range of penalties, depending the severity of the offence . These include: requirement to resubmit work, capping of grades, and the award of no mark for an element of assessment.

It is your responsibility to be aware of the rules of plagiarism. Ignorance is no defence: “accidental” plagiarism is still plagiarism and will be punished. Follow the advice in the link below and if there is

anything that you don’t understand then look online for further guidance. If in doubt, ask:

http://www.bristol.ac.uk/students/support/academic-advice/academic-integrity/plagiarism/

Extenuating circumstances

If the completion of your assignment has been significantly disrupted by serious health conditions, personal problems, periods of quarantine, or other similar issues, you may be able to apply for consideration of extenuating circumstances (in accordance with the normal university policy and processes). Students should apply for consideration of extenuating circumstances as soon as possible

when the problem occurs, using the following online form:

https://www.bristol.ac.uk/request-extenuating-circumstances-form

If your application for extenuating circumstances is successful, you may be offered an extension, or you may be required to retake the assessment of the unit at the next available opportunity (e.g. during the summer reassessment period).