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Overview of Advanced Methods of Reinforcement Learning in Finance, Université de New York, Tandon School of Engineering

3.4
20 notes
3 avis

À propos de ce cours

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....
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2 avis

par Niklas Oreland

Oct 15, 2018

Interesting deep dive into a RL application in Finance at forefront of research, however be prepared for challenging project assignments with limited support or guidance. Not for the fainthearted.

par Matthieu Brucher

Sep 29, 2018

No real follow up by the team, and the assignments have nothing to do with the classes.