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New York University

Reinforcement Learning in Finance

This course aims at introducing the fundamental concepts of Reinforcement Learning (RL), and develop use cases for applications of RL for option valuation, trading, and asset management. By the end of this course, students will be able to - Use reinforcement learning to solve classical problems of Finance such as portfolio optimization, optimal trading, and option pricing and risk management. - Practice on valuable examples such as famous Q-learning using financial problems. - Apply their knowledge acquired in the course to a simple model for market dynamics that is obtained using reinforcement learning as the course project. Prerequisites are the courses "Guided Tour of Machine Learning in Finance" and "Fundamentals of Machine Learning in Finance". Students are expected to know the lognormal process and how it can be simulated. Knowledge of option pricing is not assumed but desirable.

状态:Financial Modeling
状态:Financial Trading
高级设置课程小时

精选评论

SM

4.0评论日期:Jun 23, 2021

Challenging course as a non-finance person, but learned a lot.

LA

5.0评论日期:Jun 5, 2019

Excellent course. The peer reviewed evaluation is very interisting and it is definitely worth the time to do it in detail but does not take two hours with luck a week.

所有审阅

显示:20/37

Yi Bao
1.0
评论日期:Apr 14, 2019
Omar Omeiri
1.0
评论日期:Jul 1, 2019
Alexander Elder
1.0
评论日期:Oct 31, 2018
Teemu Alexander Puutio
1.0
评论日期:Mar 6, 2019
Oliver Benham
5.0
评论日期:Oct 4, 2019
Matthieu Brucher
1.0
评论日期:Aug 31, 2018
fernando de lope
1.0
评论日期:Sep 22, 2019
Cheng-Chung Li
2.0
评论日期:Apr 1, 2020
Tom Baker
1.0
评论日期:Jul 3, 2019
Dossiman
2.0
评论日期:Oct 11, 2018
秦源
2.0
评论日期:Jan 10, 2021
Wei Xiong
1.0
评论日期:Apr 23, 2024
Hilmi Erdem
4.0
评论日期:Sep 11, 2018
Bozanian Karen
2.0
评论日期:Sep 5, 2018
Charl Maree
1.0
评论日期:Nov 23, 2020
David Solis
5.0
评论日期:Mar 16, 2024
Luis Alaniz
5.0
评论日期:Jun 6, 2019
LJ
5.0
评论日期:Dec 10, 2018
Oleg Melnikov
5.0
评论日期:Jul 17, 2018
tsvi lev
4.0
评论日期:Sep 11, 2020