ML-RL-for-Finance
Code (Jupyter Notebooks) for Coursera - Machine Learning and Reinforcement Learning in Finance Specialization
This repository contains all the code I write as part of this Specialization.
Guided Tour of Machine Learning in Finance
- Euclidean Distance Calculation
- Linear Regression
- Tobit Regression
- Bank defaults prediction using FDIC dataset
Fundamentals of Machine Learning in Finance
- Random Forests And Decision Trees
- Eigen Portfolio construction via PCA
- Data Visualization with t-SNE
- Absorption Ratio via PCA
Reinforcement Learning in Finance
- Discrete-time Black Scholes model
- QLBS Model Implementation
- Fitted Q-Iteration
- IRL Market Model Calibration