Financial Decision Modeling
COURSE ID: CHEME136
Course Overview

Machine learning and artificial intelligence are revolutionizing many fields, including quantitative finance and financial decision making. These technologies offer the possibility of developing advanced approaches to model market behavior and predict optimal trade decisions using various investment tools.

In this course, you will discover how to use the Julia programming language for quantitative financial decision making. You will be introduced to tools like Markov models, Markov decision processes, reinforcement learning, and Q-learning. To apply this knowledge, you will get firsthand experience with the process of building a trading bot. By the end of the course, you will be able to model and analyze investment decision making and develop automated trading systems using these tools.

You are required to have completed the following courses or have equivalent experience before taking this course:
  • Quantitative Modeling of Fixed Income Debt Securities
  • Equity Asset Pricing Using Stochastic Models
  • Analysis of Equity Derivatives at Expiration
  • Analysis of Equity Derivatives Before Expiration
  • Optimizing Portfolio Allocation
S$700
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