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Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering

Results 6 Machine-Learning-and-Reinforcement-Learning-in-Finance issues
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When I set T=252 which is a usually chosen transaction day, the result will lead to a wrong result of more than 1000.

Current submission Logistic Regression Stats Model 20/20 Logistic Regression using Scikit-learn 20/20 Logistic Regression fewer predictors 20/20 Logistic Regression with Tensorflow 0/20 Logistic Regression with Neural Network 20/20 I am...

Current submission Reward Function 20/20 Replicating Portfolio 20/20 Coefficient Matrix S 20/20 Coefficients Vector M 20/20 Fitted Q-Iteration Option Price 0/20 I haven't had time to figure out the issue...

Current submission Exponentially Weighted Returns 25/25 Linear Auto Encoder 25/25 Portfolio Weights 25/25 Trading Strategy Performance 0/25 My approach to calculate annuazlied returns, annuazlied volatility and sharpe ratio appears to...