COURSES >>>

MA6634 - Reinforcement Learning and Its Applications in Finance

Offering Academic Unit
Department of Mathematics
Credit Units
3
Course Duration
One Semester
Course Offering Term*:
Semester B 2024/25

* 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%
Examination Duration: 2 hours
 
Detailed Course Information

MA6634.pdf

Useful Links

Department of Mathematics