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Reinforcement Learning in Finance, New York University Tandon School of Engineering

26 個評分
8 個審閱


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. 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....

8 個審閱

創建者 刘晶

Dec 11, 2018

This course is excellent!

創建者 Alexander Elder

Oct 31, 2018

The lectures are interesting and the exercises are challenging, yet engaging. However, the technical support for assignment submissions is abysmal. Course staff are unhelpful, if they respond, which they often don't. I was unable to complete the course due to technical problems, don't pay for this scam.

創建者 cyril clement

Oct 11, 2018

assignments are very frustrating, unclear instructions, no help from staff/moderator/instructor, technical issues that are not resolved, etc. it just feels like the course was rushed to production and they let the students debug it. the final assignment cannot be submitted, everyone is stranded here and unable to complete the course.

創建者 Hilmi Erdem

Sep 11, 2018

Excellent overview of reinforcement learning with applications to option pricing and stock trading..To benefit fully from this course, a good command of python and various libraries for machine learning/data science is essential...

創建者 Bozanian Karen

Sep 05, 2018

Course content is okay but the coding exercices are not on point at all.

創建者 santiago ruiz zapata

Sep 04, 2018

It is a good course to leave the comfort zone of filling model and start creating your own models from research papers. However, I have to say that the last assignment is quite impossible to do without help . It seems that they have some notation problems in the reference paper.

創建者 Matthieu Brucher

Aug 31, 2018

Tests at the end of the videos cut what Igor is saying and they are often about the following video.

The assessments have no interaction with what we are supposed to learn, the 10-people staff is never online and never answers any message, and you need far more finance knowledge than advertised.

創建者 Oleg Melnikov, PhD

Jul 17, 2018

Great delivery