Deep Reinforcement Learning for High Frequency Trading

About this event

Sooner or later, every Data Scientist encounters financial modeling and stock trading automation. But do you know how to harness Deep Reinforcement Learning (DRL) to optimize trading strategies and make data-driven decisions?

Date and Time

June - August 2022

Location

Online

AGENDA

-Course Intro
-Homework & Resources
-Understand the Data
-Implement the Baseline
-Markov Decision Process
-Gym Environment
-Episodic and Continuous Tasks
-Policy
-Value Functions
-MDP, Bellman Equations, Q-Learning
-Value Iteration
-Policy Iteration
-Double DQN, Ape-X

 

SPEAKERS
Alex Gurbych

blackthor.ai

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