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New York University

Overview of Advanced Methods of Reinforcement Learning in Finance

In the last course of our specialization, Overview of Advanced Methods of Reinforcement Learning in Finance, we will take a deeper look into topics discussed in our third course, Reinforcement Learning in Finance. In particular, we will talk about links between Reinforcement Learning, option pricing and physics, implications of Inverse Reinforcement Learning for modeling market impact and price dynamics, and perception-action cycles in Reinforcement Learning. Finally, we will overview trending and potential applications of Reinforcement Learning for high-frequency trading, cryptocurrencies, peer-to-peer lending, and more. After taking this course, students will be able to - explain fundamental concepts of finance such as market equilibrium, no arbitrage, predictability, - discuss market modeling, - Apply the methods of Reinforcement Learning to high-frequency trading, credit risk peer-to-peer lending, and cryptocurrencies trading.

Status: Risking
Status: Financial Market
AdvancedCourse13 hours

Featured reviews

IT

4.0Reviewed Dec 8, 2019

It was very difficult to get the peer-graded assignments graded.

DY

5.0Reviewed Dec 11, 2019

Great refreshment on Stochastic calculus and overall rewind of the specialization!

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