Awesome
Machine-Learning-and-Reinforcement-Learning-in-Finance
Guided Tour of Machine Learning in Finance
- Euclidean Distance Calculation
- Linear Regression
- Tobit Regression
- Bank defaults prediction using FDIC dataset
Fundamentals of Machine Learning in Finance
- Random Forests And Decision Trees
- Eigen Portfolio construction via PCA
- Data Visualization with t-SNE
- Absorption Ratio via PCA
Reinforcement Learning in Finance
- Discrete-time Black Scholes model
- QLBS Model Implementation
- Fitted Q-Iteration
- IRL Market Model Calibration
Overview of Advanced Methods of Reinforcement Learning in Finance