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.
このコースはMachine Learning and Reinforcement Learning in Finance専門講座に属します。
提供:
このコースについて
習得するスキル
- option pricing and risk management
- simple model for market dynamics
- Q-learning using financial problems
- optimal trading
- Portfolio Optimization
提供:

New York University
New York University is a leading global institution for scholarship, teaching, and research. Based in New York City with campuses and sites in 14 additional major cities across the world, NYU embraces diversity among faculty, staff and students to ensure the highest caliber, most inclusive educational experience.
シラバス - 本コースの学習内容
MDP and Reinforcement Learning
MDP model for option pricing: Dynamic Programming Approach
MDP model for option pricing - Reinforcement Learning approach
RL and INVERSE RL for Portfolio Stock Trading
レビュー
- 5 stars48.33%
- 4 stars15%
- 3 stars4.16%
- 2 stars10%
- 1 star22.50%
REINFORCEMENT LEARNING IN FINANCE からの人気レビュー
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.
Challenging course as a non-finance person, but learned a lot.
Machine Learning and Reinforcement Learning in Finance専門講座について
The main goal of this specialization is to provide the knowledge and practical skills necessary to develop a strong foundation on core paradigms and algorithms of machine learning (ML), with a particular focus on applications of ML to various practical problems in Finance.

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