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New York University

Reinforcement Learning in Finance

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.

Status: Financial Market
Status: Securities Trading
AdvancedCourse17 hours

Featured reviews

SM

4.0Reviewed Jun 23, 2021

Challenging course as a non-finance person, but learned a lot.

LA

5.0Reviewed Jun 5, 2019

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.

All reviews

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Yi Bao
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Reviewed Apr 14, 2019
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Reviewed Mar 6, 2019
Oliver Benham
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Reviewed Oct 4, 2019
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fernando de lope
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Reviewed Sep 22, 2019
Cheng-Chung Li
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Reviewed Apr 2, 2020
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Reviewed Oct 11, 2018
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Reviewed Sep 11, 2018
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Reviewed Sep 5, 2018
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tsvi lev
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Reviewed Sep 12, 2020