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Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.

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machine-learning-and-reinforcement-learning-in-finance-specialization's Introduction

Machine Learning and Reinforcement Learning in Finance

Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.

  • 1-Compare ML for Finance with ML in Technology (image and speech recognition, robotics, etc.)
  • 2-Explain how Reinforcement Learning is used for stock trading.
  • 3-Describe linear regression and classification models and methods of their evaluation.
  • 4-Become familiar with popular approaches to modeling market frictions and feedback effects for option trading.

SKILLS YOU WILL GAIN

Perception Tasks:
  • Predictive Modelling
  • Financial Engineering
  • Machine Learning
  • Tensorflow
Action Tasks:
  • Reinforcement Learning

Guided Tour of Machine Learning in Finance

  1. Euclidean Distance Calculation
  2. Linear Regression
  3. Tobit Regression
  4. Bank defaults prediction using FDIC dataset

Fundamentals of Machine Learning in Finance

  1. Random Forests And Decision Trees
  2. Eigen Portfolio construction via PCA
  3. Data Visualization with t-SNE
  4. Absorption Ratio via PCA

Reinforcement Learning in Finance

  1. Discrete-time Black Scholes model
  2. QLBS Model Implementation
  3. Fitted Q-Iteration

Overview of Advanced Methods of Reinforcement Learning in Finance

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