MDP and Reinforcement Learning-Introduction
Introduction to the Specialization
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Prerequisites
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Welcome to the Course
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MDP and Reinforcement Learning-Markov Decision Processes (MDP)
Introduction to Markov Decision Processes and Reinforcement Learning in Finance
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MDP and RL: Decision Policies
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MDP & RL: Value Function and Bellman Equation
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MDP & RL: Value Iteration and Policy Iteration
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MDP & RL: Action Value Function
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MDP and Reinforcement Learning-Discrete-Time Black-Scholes Model
Options and Option pricing
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Black-Scholes-Merton (BSM) Model
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BSM Model and Risk
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Discrete Time BSM Model
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Discrete Time BSM Hedging and Pricing
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Discrete Time BSM BS Limit
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MDP and Reinforcement Learning-Module 1 Assessment
Jupyter Notebook FAQ
Hedged Monte Carlo: low variance derivative pricing with objective probabilities
MDP model for option pricing: Dynamic Programming Approach-MDP for Discrete-Time BS Model
MDP Formulation
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Action-Value Function
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Optimal Action From Q Function
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Backward Recursion for Q Star
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MDP model for option pricing: Dynamic Programming Approach-Monte-Carlo Solution
Basis Functions
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Optimal Hedge With Monte-Carlo
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Optimal Q Function With Monte-Carlo
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MDP model for option pricing: Dynamic Programming Approach-Module 2 Assessment
Jupyter Notebook FAQ
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
MDP model for option pricing - Reinforcement Learning approach-MDP: RL Approach
Week Introduction
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Batch Reinforcement Learning
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Stochastic Approximations
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Q-Learning
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Fitted Q-Iteration
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Fitted Q-Iteration: the Ψ-basis
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Fitted Q-Iteration at Work
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RL Solution: Discussion and Examples
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MDP model for option pricing - Reinforcement Learning approach-Module 3 Assessment
Jupyter Notebook FAQ
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds and The QLBS Learner Goes NuQLear
Course Project Reading: Global Portfolio Optimization
RL and INVERSE RL for Portfolio Stock Trading-RL for Stock Trading
Week Welcome Video
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Introduction to RL for Trading
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Portfolio Model
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One Period Rewards
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Forward and Inverse Optimisation
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Reinforcement Learning for Portfolios
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Entropy Regularized RL
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RL Equations
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RL and Inverse Reinforcement Learning Solutions
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Course Summary
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RL and INVERSE RL for Portfolio Stock Trading-Module 4 Assessment
Jupyter Notebook FAQ
Multi-period trading via Convex Optimization