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Overview
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...
Syllabus
- 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
New York University (NYU) via Coursera
17 hours 8 minutes
Paid Certificate Available
English
On-Demand
Advanced
Instructor
Igor Halperin
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