About this Course

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Advanced Level
Approx. 13 hours to complete
English
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Advanced Level
Approx. 13 hours to complete
English

Offered by

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New York University

Syllabus - What you will learn from this course

Week
1

Week 1

4 hours to complete

Black-Scholes-Merton model, Physics and Reinforcement Learning

4 hours to complete
13 videos (Total 103 min)
13 videos
Specialization Prerequisites7m
Interview with Rossen Roussev14m
Reinforcement Learning and Ptolemy's Epicycles5m
PDEs in Physics and Finance5m
Competitive Market Equilibrium Models in Finance5m
I Certainly Hope You Are Wrong, Herr Professor!7m
Risk as a Science of Fluctuation3m
Markets and the Heat Death of the Universe3m
Option Trading and RL14m
Liquidity9m
Modeling Market Frictions9m
Modeling Feedback Frictions10m
1 practice exercise
Assignment 12h
Week
2

Week 2

3 hours to complete

Reinforcement Learning for Optimal Trading and Market Modeling

3 hours to complete
8 videos (Total 73 min)
8 videos
Invisible Hand5m
GBM and Its Problems9m
The GBM Model: An Unbounded Growth Without Defaults9m
Dynamics with Saturation: The Verhulst Model7m
The Singularity is Near9m
What are Defaults?11m
Quantum Equilibrium-Disequilibrium11m
1 practice exercise
Assignment 22h
Week
3

Week 3

3 hours to complete

Perception - Beyond Reinforcement Learning

3 hours to complete
8 videos (Total 60 min)
8 videos
Market Dynamics and IRL5m
Diffusion in a Potential: The Langevin Equation8m
Classical Dynamics7m
Potential Minima and Newton's Law4m
Classical Dynamics: the Lagrangian and the Hamiltonian7m
Langevin Equation and Fokker-Planck Equations9m
The Fokker-Planck Equation and Quantum Mechanics12m
1 practice exercise
Assignment 32h
Week
4

Week 4

3 hours to complete

Other Applications of Reinforcement Learning: P-2-P Lending, Cryptocurrency, etc.

3 hours to complete
9 videos (Total 79 min)
9 videos
Electronic Markets and LOB9m
Trades, Quotes and Order Flow7m
Limit Order Book8m
LOB Modeling8m
LOB Statistical Modeling10m
LOB Modeling with ML and RL9m
Other Applications of RL7m
The Value of Universatility15m

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About the Machine Learning and Reinforcement Learning in Finance Specialization

Machine Learning and Reinforcement Learning in Finance

Frequently Asked Questions

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