Machine Learning and Reinforcement Learning in Finance 専門講座

• Guided Tour of Machine Learning in Finance
• Fundamentals of Machine Learning in Finance
• Reinforcement Learning in Finance
• Overview of Advanced Methods of Reinforcement Learning in Finance

Overview of Advanced Methods of Reinforcement Learning in Finance by NYU タンドン・スクール・オブ・エンジニアリング（New York University Tandon School of Engineering）

1. Week 1 : Black-Scholes-Merton model, Physics and Reinforcement Learning

   • Introduction

     • 動画: 講座 Welcome to Specialization. Duration: 4分
     • 動画: 講座 Specialization Prerequisites. Duration: 7分
     • 動画: 講座 Interview with Rossen Roussev. Duration: 14分

   • Lesson 1

     • 動画: 講座 Reinforcement Learning and Ptolemy's Epicycles. Duration: 5分
     • 動画: 講座 PDEs in Physics and Finance. Duration: 5分
     • 動画: 講座 Competitive Market Equilibrium Models in Finance. Duration: 5分
     • 動画: 講座 I Certainly Hope You Are Wrong, Herr Professor! Duration: 7分
     • 動画: 講座 Risk as a Science of Fluctuation. Duration: 3分
     • 動画: 講座 Markets and the Heat Death of the Universe. Duration: 3分

   • Lesson 2

     • 動画: 講座 Option Trading and RL. Duration: 14分
     • 動画: 講座 Liquidity. Duration: 9分
     • 動画: 講座 Modeling Market Frictions. Duration: 9分
     • 動画: 講座 Modeling Feedback Frictions. Duration: 10分

   • Week 1 Assessment

2. Week 2 : Reinforcement Learning for Optimal Trading and Market Modeling

   • Lesson 1

     • 動画: 講座 From Portfolio Optimization to Market Model. Duration: 9分
     • 動画: 講座 Invisible Hand. Duration: 5分
     • 動画: 講座 GBM and Its Problems. Duration: 9分
     • 動画: 講座 The GBM Model: An Unbounded Growth Without Defaults. Duration: 9分
     • 動画: 講座 Dynamics with Saturation: The Verhulst Model. Duration: 7分
     • 動画: 講座 The Singularity is Near. Duration: 9分
     • 動画: 講座 What are Defaults? Duration: 11分
     • 動画: 講座 Quantum Equilibrium-Disequilibrium. Duration: 11分

   • Week 2 Assessment

3. Week 3 : Perception - Beyond Reinforcement Learning

   • Lesson 1

     • 動画: 講座 Welcome!! Duration: 4分
     • 動画: 講座 Market Dynamics and IRL. Duration: 5分
     • 動画: 講座 Diffusion in a Potential: The Langevin Equation. Duration: 8分
     • 動画: 講座 Classical Dynamics. Duration: 7分
     • 動画: 講座 Potential Minima and Newton's Law. Duration: 4分
     • 動画: 講座 Classical Dynamics: the Lagrangian and the Hamiltonian. Duration: 7分
     • 動画: 講座 Langevin Equation and Fokker-Planck Equations. Duration: 9分
     • 動画: 講座 The Fokker-Planck Equation and Quantum Mechanics. Duration: 12分

   • Week 3 Assessment

4. Week 4 : Other Applications of Reinforcement Learning: P-2-P Lending, Cryptocurrency, etc.

   • Lesson 1

     • 動画: 講座 Welcome!! Duration: 1分
     • 動画: 講座 Electronic Markets and LOB. Duration: 9分
     • 動画: 講座 Trades, Quotes and Order Flow. Duration: 7分
     • 動画: 講座 Limit Order Book. Duration: 8分
     • 動画: 講座 LOB Modeling. Duration: 8分
     • 動画: 講座 LOB Statistical Modeling. Duration: 10分
     • 動画: 講座 LOB Modeling with ML and RL. Duration: 9分
     • 動画: 講座 Other Applications of RL. Duration: 7分
     • 動画: 講座 The Value of Universatility. Duration: 15分

   • Week 4 Assessment

     • ラボ: Final Project: Exploration of non-linear market model dynamics. Duration: 1時間
     • 受講生によるテスト: Final Project. Duration: 1時間
     • 他の受講生の課題を確認: Final Project

Other Peers' assignment might refer to :

• Peer 1
• Peer 2
• Peer 3
• Peer 4
• Peer 5
• Peer 6
• Peer 7
• Rmarkdown version (draft, not yet complete)
• Financial Aids (Rmarkdown)

Coursera - Overview of Advanced Methods of Reinforcement Learning in Finance.pdf

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