# Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization

**Repository Path**: triobox/Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization

## Basic Information

- **Project Name**: Machine-Learning-and-Reinforcement-Learning-in-Finance-Specialization
- **Description**: Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2021-06-05
- **Last Updated**: 2021-06-24

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Machine Learning and Reinforcement Learning in Finance 
## [This Course offers from Igor Halperin at Coursera](https://www.coursera.org/instructor/~1348915)
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


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## Guided Tour of Machine Learning in Finance
1. [Euclidean Distance Calculation](Euclidian_Distance_m1_ex1_v3.ipynb)
2. [Linear Regression](linear_regress_m1_ex2_v3.ipynb)
3. [Tobit Regression](Tobit_regression_m1_ex3_v4.ipynb)
4. [Bank defaults prediction using FDIC dataset](Bank_failure_m1_ex4_v3.ipynb)

## Fundamentals of Machine Learning in Finance
1. [Random Forests And Decision Trees](Bank_failure_rand_forests_m2_ex1.ipynb)
2. [Eigen Portfolio construction via PCA](pca_eigen_portfolios_m2_ex3.ipynb)
3. [Data Visualization with t-SNE](DJI_tSNE_m2_ex4_corrected.ipynb)
4. [Absorption Ratio via PCA](absorp_ratio_m2_ex5.ipynb)

## Reinforcement Learning in Finance
1. [Discrete-time Black Scholes model](discrete_black_scholes_m3_ex1_v3.ipynb)
2. [QLBS Model Implementation](dp_qlbs_oneset_m3_ex2_v3.ipynb)
3. [Fitted Q-Iteration](dp_qlbs_oneset_m3_ex3_v4.ipynb)

## Overview of Advanced Methods of Reinforcement Learning in Finance
 Cont...