Reinforcement learning for finance

a python-based introduction

Yves J Hilpisch (Autor)

Buch | Softcover

200 Seiten

2024 | 1. Auflage
O'Reilly Media (Verlag)
978-1-0981-6914-5 (ISBN)

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Reinforcement learning (RL) has led to several breakthroughs in AI. The use of the Q-learning (DQL) algorithm alone has helped people develop agents that play arcade games and board games at a superhuman level. More recently, RL, DQL, and similar methods have gained popularity in publications related to financial research.

This book is among the first to explore the use of reinforcement learning methods in finance.

Author Yves Hilpisch, founder and CEO of The Python Quants, provides the background you need in concise fashion. ML practitioners, financial traders, portfolio managers, strategists, and analysts will focus on the implementation of these algorithms in the form of self-contained Python code and the application to important financial problems.

This book covers:

Reinforcement learning
Deep Q-learning
Python implementations of these algorithms
How to apply the algorithms to financial problems such as algorithmic trading, dynamic hedging, and dynamic asset allocation
This book is the ideal reference on this topic. You'll read it once, change the examples according to your needs or ideas, and refer to it whenever you work with RL for finance.

Dr. Yves J. Hilpisch is the founder and CEO of The Python Quants (http://home.tpq.io), a group focusing on the use of open source technologies for financial data science, artificial intelligence, algorithmic trading, and computational finance. He is also the founder and CEO of The AI Machine (http://aimachine.io), a company focused on AI-powered algorithmic trading based on a proprietary strategy execution platform. Yves has a Diploma in Business Administration, a Ph.D. in Mathematical Finance, and is Adjunct Professor for Computational Finance. He lectures on computational finance, machine learning, and algorithmic trading at the CQF Program. Yves is the originator of the financial analytics library DX Analytics and organizes Meetup group events, conferences, and bootcamps about Python, artificial intelligence, and algorithmic trading in London, New York (http://aifat.tpq.io), Frankfurt, Berlin, and Paris. He has given keynote speeches at technology conferences in the United States, Europe, and Asia.

Erscheinungsdatum	22.10.2024
Reihe/Serie	Animals
Verlagsort	Sebastopol
Sprache	englisch
Maße	178 x 233 mm
Themenwelt	Mathematik / Informatik ► Informatik ► Programmiersprachen / -werkzeuge
	Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	1-0981-6914-X / 109816914X
ISBN-13	978-1-0981-6914-5 / 9781098169145
Zustand	Neuware