MA6634 - Reinforcement Learning and Its Applications in Finance | ||||||||
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| * The offering term is subject to change without prior notice | ||||||||
Course Aims | ||||||||
This course introduces fundamental mathematical methods for reinforcement learning and its application in financial problems. It helps students to understand the basic concepts and programming tools in reinforcement learning models and develops students' ability to apply the technique to financial applications. | ||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||
Continuous Assessment: 40% | ||||||||
Examination: 60% | ||||||||
For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained. | ||||||||
Examination Duration: 2 hours | ||||||||
Detailed Course Information | ||||||||
| MA6634.pdf | ||||||||
