课程信息
3.6
16 个评分
2 个审阅
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
高级

高级

完成时间(小时)

完成时间大约为13 小时

建议:6 hours/week...
可选语言

英语(English)

字幕:英语(English)
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
高级

高级

完成时间(小时)

完成时间大约为13 小时

建议:6 hours/week...
可选语言

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间(小时)
完成时间为 4 小时

Black-Scholes-Merton model, Physics and Reinforcement Learning

...
Reading
13 个视频 (总计 103 分钟), 1 个测验
Video13 个视频
Specialization Prerequisites7分钟
Interview with Rossen Roussev14分钟
Reinforcement Learning and Ptolemy's Epicycles5分钟
PDEs in Physics and Finance5分钟
Competitive Market Equilibrium Models in Finance5分钟
I Certainly Hope You Are Wrong, Herr Professor!7分钟
Risk as a Science of Fluctuation3分钟
Markets and the Heat Death of the Universe3分钟
Option Trading and RL14分钟
Liquidity9分钟
Modeling Market Frictions9分钟
Modeling Feedback Frictions10分钟
Quiz1 个练习
Assignment 1分钟
2
完成时间(小时)
完成时间为 3 小时

Reinforcement Learning for Optimal Trading and Market Modeling

...
Reading
8 个视频 (总计 73 分钟), 1 个测验
Video8 个视频
Invisible Hand5分钟
GBM and Its Problems9分钟
The GBM Model: An Unbounded Growth Without Defaults9分钟
Dynamics with Saturation: The Verhulst Model7分钟
The Singularity is Near9分钟
What are Defaults?11分钟
Quantum Equilibrium-Disequilibrium11分钟
Quiz1 个练习
Assignment 2分钟
3
完成时间(小时)
完成时间为 3 小时

Perception - Beyond Reinforcement Learning

...
Reading
8 个视频 (总计 60 分钟), 1 个测验
Video8 个视频
Welcome!!4分钟
Market Dynamics and IRL5分钟
Diffusion in a Potential: The Langevin Equation8分钟
Classical Dynamics7分钟
Potential Minima and Newton's Law4分钟
Classical Dynamics: the Lagrangian and the Hamiltonian7分钟
Langevin Equation and Fokker-Planck Equations9分钟
The Fokker-Planck Equation and Quantum Mechanics12分钟
Quiz1 个练习
Assignment 3分钟
4
完成时间(小时)
完成时间为 4 小时

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

...
Reading
9 个视频 (总计 79 分钟), 1 个测验
Video9 个视频
Welcome!!1分钟
Electronic Markets and LOB9分钟
Trades, Quotes and Order Flow7分钟
Limit Order Book8分钟
LOB Modeling8分钟
LOB Statistical Modeling10分钟
LOB Modeling with ML and RL9分钟
Other Applications of RL7分钟
The Value of Universatility15分钟

关于 New York University Tandon School of Engineering

Tandon offers comprehensive courses in engineering, applied science and technology. Each course is rooted in a tradition of invention and entrepreneurship....

关于 Machine Learning and Reinforcement Learning in Finance 专项课程

The main goal of this specialization is to provide the knowledge and practical skills necessary to develop a strong foundation on core paradigms and algorithms of machine learning (ML), with a particular focus on applications of ML to various practical problems in Finance. The specialization aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) mapping the problem on a general landscape of available ML methods, (2) choosing particular ML approach(es) that would be most appropriate for resolving the problem, and (3) successfully implementing a solution, and assessing its performance. The specialization is designed for three categories of students: · Practitioners working at financial institutions such as banks, asset management firms or hedge funds · Individuals interested in applications of ML for personal day trading · Current full-time students pursuing a degree in Finance, Statistics, Computer Science, Mathematics, Physics, Engineering or other related disciplines who want to learn about practical applications of ML in Finance. The modules can also be taken individually to improve relevant skills in a particular area of applications of ML to finance....
Machine Learning and Reinforcement Learning in Finance

常见问题

  • 注册以便获得证书后,您将有权访问所有视频、测验和编程作业(如果适用)。只有在您的班次开课之后,才可以提交和审阅同学互评作业。如果您选择在不购买的情况下浏览课程,可能无法访问某些作业。

  • 您注册课程后,将有权访问专项课程中的所有课程,并且会在完成课程后获得证书。您的电子课程证书将添加到您的成就页中,您可以通过该页打印您的课程证书或将其添加到您的领英档案中。如果您只想阅读和查看课程内容,可以免费旁听课程。

还有其他问题吗?请访问 学生帮助中心