Deep RL for Finance (Optional)
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01. Introduction
02. High Frequency Trading
03. Challenges of Supervised Learning
04. Advantages of RL for Trading
05. Optimal Liquidation Problem - Part 1 - Introduction
06. Optimal Liquidation Problem - Part 2 - Market Impact
07. Optimal Liquidation Problem - Part 3 - Price Model
08. Optimal Liquidation Problem - Part 4 - Expected Shortfall
09. Almgren and Chriss Model
10. Trading Lists
11. The Efficient Frontier
12. DRL for Optimal Execution of Portfolio Transactions
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07. Optimal Liquidation Problem - Part 3 - Price Model
M3L608 Optimization SC PT3 V1