Refine your skills in AI-based trading by mastering key machine learning techniques such as reinforcement learning, supervised and unsupervised learning. Develop and backtest trading models using real financial data.
Overview
Syllabus
- Introduction to AI Workflows in Trading
- Learn how to prepare price data for AI models, backtest trading algorithms, and build a simple RSI algorithm.
- Unsupervised Learning
- Explore investment data, summarize key stats, use K-Means and PCA for clustering, adapt trading algorithms, and identify risk factors to enhance model insights on outperformance
- Supervised Learning: Regression
- Build regression models using past returns, explore regularization to avoid over/underfitting, and differentiate between training and test data while identifying signs of overfitting and underfitting.
- Supervised Learning: Classification
- Predict categorical variables using logistic regression and decision trees. Improve model performance with cross-validation for strong out-of-sample results.
- Reinforcement Learning
- Explore reinforcement learning (RL) and its components, Q-learning, the DQN algorithm, and how to build and backtest an RL model.
Taught by
Metin Akyol, PhD