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.
Some points apply to every course of this kind; see how we rank.
New York University is in Tier 2: excellent universities and the companies that build the technology of our institution ranking (86/100).
This course provides an introduction to mathematical modeling of computational problems. It covers the common algorithms, algorithmic paradigms, and data structures used to solve these problems. The course emphasizes the relationship between algorithms and programming, and introduces basic performa…
Led by Andrew Ng, this course provides a broad introduction to machine learning and statistical pattern recognition. Topics include: supervised learning (generative/discriminative learning, parametric/non-parametric learning, neural networks, support vector machines); unsupervised learning (cluster…
Instructor: Prof. Erik Demaine, Dr. Jason Ku, Prof. Justin Solomon View the complete course: https://ocw.mit.edu/6-006S20 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63EdVPNLG3ToM6LaEUuStEY This course is an introduction to mathematical modeling of computational problems, as…
This course teaches techniques for the design and analysis of efficient algorithms, emphasizing methods useful in practice. Topics covered include: sorting; search trees, heaps, and hashing; divide-and-conquer; dynamic programming; amortized analysis; graph algorithms; shortest paths; network flow;…
This course explores the world of Transformers and Large Language Models (LLMs). You will learn the evolution of NLP methods, the core components of the Transformer architecture, along with how they relate to LLMs as well as techniques to enhance model performance for real-world applications. Throu…
Dive into the intriguing world of AI Transformers with this curated YouTube playlist. Featuring expert insights, educational content from leading organizations, and engaging discussions, this playlist keeps you informed about the latest breakthroughs in Transformer technology.
