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Accounting & Finance FinTech and Financial Analytics

Certificate for Module (Computational Finance and Quantitative Investing)
證書(單元 : 計算金融與量化投資)

Course Code
FN165A
Application Code
2370-FN165A

Credit
6
Study mode
Part-time
Start Date
02 Feb 2026 (Mon)
Next intake(s)
Apr 2026
Duration
30 hours
Language
English
Course Fee
Course Fee: HK$10,500 per programme (* course fees are subject to change without prior notice)
Deadline on 23 Jan 2026 (Fri)
Enquiries
2867 8331 / 2867 8424
2861 0278
Apply Now

Accept new applications for Feb 26 intake! There will be practical classes in the computer laboratory.

Highlights

The programme provides contemporary knowledge in computational finance and quantitative investing. Students will master the intersection of financial theory, macroeconomic principles, and mathematical and statistical computing. The curriculum is highly practical, emphasising hands-on experience with computational tools and software for data wrangling, model building, algorithmic trading, implementation of machine learning algorithms and portfolio optimisation.

Programme Details

On completion of the programme, students should be able to

  1. critically examine the theories of finance and macroeconomics;
  2. apply mathematical and statistical techniques to analyse and solve problems in computational finance;
  3. apply computational tools and software to conduct quantitative investing and financial analysis; and
  4. explore model building, algorithmic trading and portfolio optimisation within a computational finance framework.
Application Code 2370-FN165A Apply Online Now
Apply Online Now

Days / Time
  • Mon, Wed, 7:00pm - 10:00pm
Duration
  • 30 hours per programme
Venue
  • Hong Kong Island Learning Centre
  • Kowloon West Campus
  • Kowloon East Campus

Modules

Course Content :

(1) Fundamentals of finance and macroeconomics

  • Efficient market hypothesis (EMH) and modern portfolio theory (MPT)
    • Capital asset pricing model (CAPM)
    • Arbitrage pricing theory (APT)
  • Behavioural finance
  • Basic macroeconomics
    • International finance and global capital markets
    • Monetary policy, fiscal policy, and their impact on financial markets
    • Global financial crises and their implications for market stability
  • Sustainable finance and the role of environmental, social, and governance (ESG) investment in economic development

(2) Basic mathematics and statistics for computational finance

  • Introduction to computational tools and software for mathematics, statistics and finance
  • Linear algebra and matrix
  • Calculus
  • Time-series analysis
  • Stochastic processes
  • Optimisation techniques and numerical methods
  • Bayesian statistics and applications in finance
  • Nonlinear dynamics and chaos theory in financial systems

(3) Computational finance, artificial intelligence and machine learning

  • Python and Python libraries for computational finance
  • Data manipulation and analysis
  • Data acquisition and application programming interfaces (APIs)
  • Database management and structured query language (SQL)
  • High-performance computing
  • Machine learning (ML)
    • Supervised learning algorithms
    • Unsupervised learning algorithms
    • Ensemble methods
    • Automated machine learning (AutoML) and hyperparameter tuning in financial modelling
  • Artificial neural networks and deep learning
    • Natural language processing and large language models
    • Reinforcement learning and applications in financial decision-making
    • Graph neural networks (GNNs) and their applications in financial networks
  • Generative artificial intelligence (GenAI) in computational finance
  • Model evaluation and explainable AI (XAI) in computational finance

(4) Quantitative investing, algorithmic trading and portfolio optimisation

  • Factor investing
  • Simulation and quantitative investing
  • Risk models
  • Asset allocation strategies
  • ESG integration in quantitative investment strategies
  • Backtesting and performance evaluation
  • Transaction cost models and algorithmic trading
  • Execution algorithms
  • Market microstructure
  • Order types and routing
  • Derivative pricing models
  • Multi-asset strategies and cross-asset correlations
  • Portfolio optimisation
  • Stress testing and scenario analysis for portfolio risk management
  • Adaptive trading systems with real-time market data integration

Assessment method: In-class Exercise + Group Project Presentation

 

Award

Upon successful completion of the programme, students who have passed the assessments with attendance no less than 70% will be awarded within the HKU system through HKU SPACE a "Certificate for Module (Computational Finance and Quantitative Investing)".

Class Details

Timetable

Lecture Date Time
1 2 Feb 26 (Mon) 19:00-22:00
2 4 Feb 26 (Wed) 19:00-22:00
3 9 Feb 26 (Mon) 19:00-22:00
4 11 Feb 26 (Wed) 19:00-22:00
5 23 Feb 26 (Mon) 19:00-22:00
6 25 Feb 26 (Wed) 19:00-22:00
7 2 Mar 26 (Mon) 19:00-22:00
8 4 Mar 26 (Wed) 19:00-22:00
9 9 Mar 26 (Mon) 19:00-22:00
10 11 Mar 26 (Wed) 19:00-22:00

Remarks: Tentative timetable is subject to change, and course commencement is subject to sufficient enrollment numbers 

Teacher Information

Mr Gary Chong

Background

Gary has been a seasoned professional in Hong Kong’s financial ecosystem since 2008, focusing on the banks’ supervision.  His role involves assessing capital adequacy frameworks, validating internal risk models (IRB), and ensuring regulatory compliance in credit risk modelling.  As a key representative in the Basel Committee’s stress-testing and banking book task force group, he functions like a regulatory “enzyme”, facilitating international financial stability.  Beyond his core role, Gary serves as a lecturer on risk management at CUHK.  Gary is also a columnist, analysing economic trends with evolutionary insight.

Previously, he developed IRB models in global banks, acting as a “genetic engineer” of financial risk framework.  He holds an MPhil in Economics and a BSc in Statistics.

Fee

Application Fee

HK$150

Course Fee
  • Course Fee: HK$10,500 per programme (* course fees are subject to change without prior notice)

Entry Requirements

Applicants should hold an Advanced Diploma, Higher Diploma or Associate Degree awarded by a recognised institution where the language of teaching and assessment is English. Those with a background in business, accounting, finance, economics, mathematics, statistics, science, engineering, IT or computer science would have an advantage.

Applicants with other equivalent qualifications will be considered on individual merit.

**Please upload copy of HKID and proof of degree while applying online

Apply

Online Application Apply Now

Application Form Download Application Form

Enrolment Method
Payment Method
1. Cash, EPS, WeChat Pay Or Alipay

Course fees can be paid by cash, EPS, WeChat Pay or Alipay at any HKU SPACE Enrolment Centres.

2. Cheque Or Bank draft

Course fees can also be paid by crossed cheque or bank draft made payable to “HKU SPACE”. Please specify the programme title(s) for application and applicant’s name. You may either:

  • bring the completed form(s), together with the appropriate course or application fees in the form of a cheque, and any required supporting documents to any of the HKU SPACE enrolment centres;
  • or mail the above documents to any of the HKU SPACE Enrolment Centres, specifying “Course Application” on the envelope. HKU SPACE will not be responsible for any loss of personal information and payment sent by mail.
3. VISA/Mastercard

Applicants may also pay the course fee by VISA or Mastercard, including the “HKU SPACE Mastercard”, at any HKU SPACE enrolment centres. Holders of the HKU SPACE Mastercard can enjoy a 10-month interest-free instalment period for courses with a tuition fee worth a minimum of HK$2,000; however, the course applicant must also be the cardholder himself/herself. For enquiries, please contact our staff at any enrolment centres.

4. Online Payment

Online application / enrolment is offered for most open admission courses (enrolled on first come, first served basis) and selected award-bearing programmes. Application fees and course fees of these programmes/courses can be settled by using "PPS by Internet" (not available via mobile phones), VISA or Mastercard. In addition to the aforesaid online payment channels, new and continuing students of award-bearing programmes with available online service, they may also pay their course fees by Online WeChat Pay, Online Alipay or Faster Payment System (FPS). Please refer to Enrolment Methods - Online Enrolment  for details.

Notes

  • If the programme/course is starting within five working days, application by post is not recommended to avoid any delays. Applicants are advised to enrol in person at HKU SPACE Enrolment Centres and avoid making cheque payment under this circumstance.

  • Fees paid are not refundable except under very exceptional circumstances (e.g. course cancellation due to insufficient enrolment), subject to the School’s discretion. In exceptional cases where a refund is approved, fees paid by cash, EPS, WeChat Pay, Alipay, cheque, FPS or PPS by Internet will be reimbursed by a cheque, and fees paid by credit card will be reimbursed to the credit card account used for payment. 

  • In addition to the published fees, there may be additional costs associated with individual programmes. Please refer to the relevant course brochures or direct any enquiries to the relevant programme team for details.
  • Fees and places on courses cannot be transferrable from one applicant to another. Once accepted onto a course, the student may not change to another course without approval from HKU SPACE. A processing fee of HK$120 will be levied on each approved transfer.
  • HKU SPACE will not be responsible for any loss of payment, receipt, or personal information sent by mail.
  • For payment certification, please submit a completed form, a sufficiently stamped and self-addressed envelope, and a crossed cheque for HK$30 per copy made payable to “HKU SPACE” to any of our enrolment centres.
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