Machine Learning and Reinforcement Learning in Finance Certification • NYU Tandon School of Engineering

The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine learning, with a focus on applications of ML to various practical problems in Finance

Guided Tour of Machine Learning in Finance

• Euclidean Distance Calculation
• Linear Regression
• Tobit Regression
• Bank defaults prediction using FDIC dataset: Logistic Regression

Fundamentals of Machine Learning in Finance

• Bank defaults prediction using FDIC dataset: Random Forests And Decision Trees
• Eigen Portfolio construction via PCA
• Data Visualization with t-SNE
• Trading Startegy based on Absorption Ratio via PCA

Reinforcement Learning in Finance

• Discrete-time Black Scholes model
• QLBS Model Implementation
• Fitted Q-Iteration
• IRL Market Model Calibration

Overview of Advanced Methods of Reinforcement Learning in Finance

• FINAL PROJECT: The "Quantum Equlibrium-Disequlibrium" (QED) IRL-based model of stock returns